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Conditioning variables and the cross-section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - 1999
Persistent link: https://www.econbiz.de/10001375822
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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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Seasonality and heteroscedasticity in consumption-based asset pricing : an analysis of linear models
Ferson, Wayne E. - In: Research in finance 11 (1993), pp. 1-35
Persistent link: https://www.econbiz.de/10001159879
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The variation of economic risk premiums
Ferson, Wayne E. - In: Journal of political economy 99 (1991) 2, pp. 385-415
Persistent link: https://www.econbiz.de/10001105908
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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
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Forecasting home sales in the four census regions and the aggregate US economy using singular spectrum analysis
Hassani, Hossein; Ghodsi, Zara; Gupta, Rangan; Segnon, … - In: Computational economics 49 (2017) 1, pp. 83-97
Persistent link: https://www.econbiz.de/10011751817
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Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
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Conditional skewness in asset pricing tests
Harvey, Campbell R.; Siddique, Akhtar R. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1263-1295
Persistent link: https://www.econbiz.de/10001497600