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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Hardouvelis, Gikas A."
~person:"Lettau, Martin"
~subject:"Polarization"
~subject:"Shock"
~subject:"Theory"
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Forecasting model
Stock market
Polarization
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Estimation
10
Schätzung
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Börsenkurs
7
Share price
7
USA
7
United States
7
Volatility
5
Volatilität
5
Capital market returns
4
Kapitalmarktrendite
4
Aktienmarkt
3
Functional income distribution
3
Funktionelle Einkommensverteilung
3
Theorie
3
1952-2013
2
CAPM
2
Capital income
2
Geldpolitik
2
Kapitaleinkommen
2
Monetary policy
2
Portfolio selection
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Portfolio-Management
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Private consumption
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Privater Konsum
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Prognoseverfahren
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Risk
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Strategie
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Strategy
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Vermögenseffekt
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Vermögensverteilung
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Wealth effect
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1934-1994
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1952-2012
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Hardouvelis, Gikas A.
Lettau, Martin
Marcellino, Massimiliano
17
Forni, Mario
8
Kilian, Lutz
8
Favero, Carlo A.
7
Massa, Massimo
7
Gambetti, Luca
6
Rose, Andrew
6
Baumeister, Christiane
5
Gylfi Zoega
5
Jappelli, Tullio
5
Redding, Stephen
5
Timmermann, Allan
5
Bianchi, Francesco
4
Eickmeier, Sandra
4
Gerlach, Stefan
4
Guiso, Luigi
4
Rossi, Barbara
4
Röller, Lars-Hendrik
4
Sala, Luca
4
Smets, Frank
4
Taylor, Mark P.
4
Adam, Klaus
3
Alesina, Alberto
3
Artis, Michael J.
3
Berg, Gerard J. van den
3
Besley, Timothy
3
Bonfiglioli, Alessandra
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Burda, Michael C.
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Egger, Peter
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Feenstra, Robert C.
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Foroni, Claudia
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Galí, Jordi
3
Gertler, Mark
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Ghysels, Eric
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Haskel, Jonathan
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Hau, Harald
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Discussion paper / Centre for Economic Policy Research
NBER working paper series
4
NBER Working Paper
3
Working paper / National Bureau of Economic Research, Inc.
3
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2
Diskussionsarbeit
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of financial economics
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The journal of business : B
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ECONIS (ZBW)
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1
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
2
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
3
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
4
EMU and European stock market integration
Hardouvelis, Gikas A.
-
1999
Persistent link: https://www.econbiz.de/10013422776
Saved in:
5
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
-
1998
Persistent link: https://www.econbiz.de/10013422598
Saved in:
6
The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Hardouvelis, Gikas A.
-
1997
Persistent link: https://www.econbiz.de/10013424729
Saved in:
7
Asset pricing models with and without consumption : an empirical evaluation
Hardouvelis, Gikas A.
;
Kim, Dongcheol
;
Wizman, Thierry A.
-
1995
Persistent link: https://www.econbiz.de/10000560043
Saved in:
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