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~institution:"Deutsche Bundesbank"
~person:"Hartmann, Daniel"
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Ex ante predictability of stock returns
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Germany
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performance of investment strategies
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real-time macroeconomic data
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Hartmann, Daniel
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Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
-
Deutsche Bundesbank
-
2006
We report results on the ex ante predictability of monthly excess stock returns in
Germany
using real-time and revised …
Persistent link: https://www.econbiz.de/10005083182
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