Showing 1 - 10 of 54
Persistent link: https://www.econbiz.de/10001410553
We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...
Persistent link: https://www.econbiz.de/10003341534
Persistent link: https://www.econbiz.de/10003867016
Persistent link: https://www.econbiz.de/10003949772
Persistent link: https://www.econbiz.de/10003608154
Persistent link: https://www.econbiz.de/10009569695
Persistent link: https://www.econbiz.de/10009306010
Persistent link: https://www.econbiz.de/10010516653
Persistent link: https://www.econbiz.de/10011289393
Persistent link: https://www.econbiz.de/10009725427