What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
Year of publication: |
2015
|
---|---|
Authors: | Wachter, Jessica A. ; Warusawitharana, Missaka |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 186.2015, 1, p. 74-93
|
Publisher: |
Elsevier |
Subject: | Return predictability | Bayesian statistics | Model uncertainty |
-
Return Predictability, Model Uncertainty, and Robust Investment
Lukas, Manuel, (2011)
-
Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
Cakmakli, Cem, (2010)
-
Getting the most out of macroeconomic information for predicting stock returns and volatility
Çakmaklı, Cem, (2010)
- More ...
-
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica, (2007)
-
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica, (2009)
-
What is the chance that the equity premium varies over time? : Evidence from predictive regressions
Warusawitharana, Missaka, (2009)
- More ...