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Predicting the Equity Premium...
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Ang, Andrew
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1
The aggregate change in shares and the level of stock prices
Nelson, William R.
-
1999
Persistent link: https://www.econbiz.de/10001370027
Saved in:
2
Predicting the equity premium with
dividend
ratios
Goyal, Amit
;
Welch, Ivo
-
2002
Persistent link: https://www.econbiz.de/10001650664
Saved in:
3
Why are stock prices so high? :
Dividend
growth or discount factor?
Balke, Nathan S.
;
Wohar, Mark E.
-
2000
Persistent link: https://www.econbiz.de/10001446210
Saved in:
4
Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank
;
Song, Dongho
;
Yaron, Amir
-
2014
-
This version: June 24, 2014
Persistent link: https://www.econbiz.de/10010484306
Saved in:
5
Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank
;
Song, Dongho
;
Yaron, Amir
-
2014
Persistent link: https://www.econbiz.de/10010392642
Saved in:
6
Dividend
yields and expected stock returns : alternative procedures for inference and measurement
Hodrick, Robert J.
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 357-386
Persistent link: https://www.econbiz.de/10001129388
Saved in:
7
Understanding predictability
Menzly, Lior
;
Santos, Tano
;
Veronesi, Pietro
- In:
Journal of political economy
112
(
2004
)
1,1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001939829
Saved in:
8
Stock returns and
dividend
yields revisited : a new way to look at an old problem
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 18-30
Persistent link: https://www.econbiz.de/10001441585
Saved in:
9
Forecasting US bond returns
Ilmanen, Antti
- In:
The journal of fixed income
7
(
1997
)
1
,
pp. 22-37
Persistent link: https://www.econbiz.de/10001223525
Saved in:
10
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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