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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~person:"Slottje, Daniel Jonathan"
~person:"Sousa, Ricardo M."
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Slottje, Daniel Jonathan
Sousa, Ricardo M.
Timmermann, Allan
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Applied economics letters
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ECONIS (ZBW)
7
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1
Time-varying expected returns : evidence from the United States and the United Kingdom
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 413-416
Persistent link: https://www.econbiz.de/10009630715
Saved in:
2
Wealth-to-income ratio and stock returns : evidence from the Euro Area
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 619-622
Persistent link: https://www.econbiz.de/10009630591
Saved in:
3
Wealth-to-income ratio, government bond yields and financial stress in the Euro Area
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1085-1088
Persistent link: https://www.econbiz.de/10009655655
Saved in:
4
Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
Saved in:
5
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
6
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
7
Why do dividend yields forecast stock returns?
Timmermann, Allan
- In:
Economics letters
46
(
1994
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
Saved in:
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