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The source of stock return fluctuation in Taiwan

Liu, De-Chih; Liu, Chih-Yun - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 77-88

Persistent link: https://www.econbiz.de/10011627513

The US stock market at sector level : inflation news, 1990-2013

Jareño, Francisco; Tolentino, Marta; González Pérez, … - In: Applied econometrics and international development 18 (2018) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10012000540

News-driven business cycles : evidence from investors expectations of future stock market returns

Zhang, Yujie; Deokwoo Nam - In: Journal of economic research 27 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10013454981

Economic cycles and expected stock returns

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013

Persistent link: https://www.econbiz.de/10009784726

Global and country-specific business cycle risk in time-vaying excess returns on asset markets

Nitschka, Thomas - 2012

Persistent link: https://www.econbiz.de/10009674033

Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence

Guidolin, Massimo - 2010

We perform a comprehensive examination of the recursive, comparative predictive performance of a number of linear and non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STR) regime switching models,...

Persistent link: https://www.econbiz.de/10013136656