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Economic policy uncertainty an...
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111
Forecasting crash
risk
in U.S. bank returns : the role of credit booms
Mihai, Marius M.
;
Mansur, Iqbal
- In:
The journal of corporate finance : contracting, …
76
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013494275
Saved in:
112
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
113
Business cycles, regime shifts, and return predictability
Wei Yang
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
Saved in:
114
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
115
Parameter learning in production economies
Babiak, Mykola
;
Kozhan, Roman
- In:
Journal of monetary economics
144
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015071243
Saved in:
116
Equity premium predictability over the business cycle
Mönch, Emanuel
;
Stein, Tobias
-
2021
Persistent link: https://www.econbiz.de/10012589652
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117
Oil shocks, policy uncertainty and stock market return
Kang, Wensheng
;
Ratti, Ronald A.
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 305-318
Persistent link: https://www.econbiz.de/10010234852
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118
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments
Ur Rehman, Mobeen
;
Sensoy, Ahmet
;
Eraslan, Veysel
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822120
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119
Chinese economic policy uncertainty and the cross-section of U.S. asset returns
Lee, Kiryoung
;
Jeon, Yoontae
;
Nam, Eun-Young
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 1063-1077
Persistent link: https://www.econbiz.de/10013176785
Saved in:
120
The impact of domestic and global
risk
factors on Turkish stock market : evidence from the NARDL approach
Erdoğan, Levent
;
Ceylan, Reşat
;
Abdul-Rahman, Mutawakil
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
7
,
pp. 1961-1974
Persistent link: https://www.econbiz.de/10013190240
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