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Uncertainty and investment : an empirical investigation using data on analysts' profits forecasts
Bond, Stephen; Cummins, Jason G. - 2004
Persistent link: https://www.econbiz.de/10002038359
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GDP trend-cycle decompositions using state-level data
Gonzalez-Astudillo, Manuel - 2017
This paper develops a method for decomposing GDP into trend and cycle exploiting the cross-sectional variation of state-level real GDP and unemployment rate data. The model assumes that there are common output and unemployment rate trend and cycle components, and that each state's output and...
Persistent link: https://www.econbiz.de/10011709323
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International yield spillovers
Kim, Don H.; Ochoa, Marcelo - 2020
Persistent link: https://www.econbiz.de/10012437922
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Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel - 1997
Persistent link: https://www.econbiz.de/10000956693
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A dynamic factor model of yield curve as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - 2012
Persistent link: https://www.econbiz.de/10009570152
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
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The expected real return to equity
Warusawitharana, Missaka - 2011
Persistent link: https://www.econbiz.de/10009405730
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Financial market perceptions of recession risk
King, Thomas B.; Levin, Andrew T.; Perli, Roberto - 2007
Persistent link: https://www.econbiz.de/10003828308
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How does the market interpret analysts' long-term growth forecasts?
Sharpe, Steven A. - 2002
Persistent link: https://www.econbiz.de/10001650372
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Changes in REIT liquidity 1990 - 94 : evidence from intra-day transactions
Bhasin, Vijay K.; Cole, Rebel A.; Kiely, Joseph K. - 1996
Persistent link: https://www.econbiz.de/10000945592