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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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Measuring the equity risk premium with dividend discount models
Gálvez, Julio - 2022
Persistent link: https://www.econbiz.de/10013543392
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Term structure of risk in expected returns
Zviadadze, Irina - 2018
Persistent link: https://www.econbiz.de/10012113064
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The aggregate change in shares and the level of stock prices
Nelson, William R. - 1999
Persistent link: https://www.econbiz.de/10001370027
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Predicting the equity premium with dividend ratios
Goyal, Amit; Welch, Ivo - 2002
Persistent link: https://www.econbiz.de/10001650664
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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
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Disasters and the Lucas orchard : essays in finance and macroeconomics
Martin, Ian - 2008
Persistent link: https://www.econbiz.de/10011573339
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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
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014
Persistent link: https://www.econbiz.de/10010392642
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Robust-H ∞ forecasting and asset pricing anomalies
Tornell, Aaron (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611347