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~person:"Choi, Kwang Hun"
~person:"Park, Cheolbeom"
~subject:"Forecasting model"
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Forecasting model
Börsenkurs
2
Capital income
2
Dividend
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Dividende
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Estimation
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Kapitaleinkommen
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Prognoseverfahren
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Schätzung
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Adjusted Dividend-price ratio
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Disappearing
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Dividends
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Erwartungsbildung
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Expectation formation
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Forecast
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Prognose
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State space model
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Stock Return Predictability
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Time-Varying Cointegration Vector
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Zustandsraummodell
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adjusted dividend–price ratio
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disappearing dividends
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persistence of expected returns
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predictive regression
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present-value approach
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regime shifts
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return predictability
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stock return predictability
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time-varying cointegration vector
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Choi, Kwang Hun
Park, Cheolbeom
Kim, Chang-jin
5
Deng, Kaihua
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Kim, Jaeho
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Xuan, Chunji
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Journal of money, credit and banking : JMCB
2
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ECONIS (ZBW)
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Regime shifts in price-dividend ratios and expected stock returns : a present-value approach
Choi, Kwang Hun
;
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10011708028
Saved in:
2
Disappearing dividends : implications for the dividend-price ratio and return predictability
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
5
,
pp. 933-952
Persistent link: https://www.econbiz.de/10010197598
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