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Long run returns predictability and volatility with moving averages
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18
strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy … stocks and when to shift to the risk-free rate. The important issue regarding the predictability of returns is assessed. It …
Persistent link: https://www.econbiz.de/10011906234
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Essays on empirical asset pricing
Koehl, Alexandra Aurelia - 2019
Persistent link: https://www.econbiz.de/10012138121
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Economic policy uncertainty and stock risk features
Chen, Guojin; Zhang, Runze; Zhao, Xiangqin - In: Frontiers of economics in China : selected publications … 14 (2019) 3, pp. 461-495
Persistent link: https://www.econbiz.de/10012129419
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Lagged country returns and international stock return predictability during business cycle recession periods
Wen, Yi-Chieh; Li, Bin - In: Applied economics 52 (2020) 46, pp. 5005-5019
Persistent link: https://www.econbiz.de/10012306532
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Economic Policy Uncertainty and the Yield Curve
Leippold, Markus; Matthys, Felix - 2022
Persistent link: https://www.econbiz.de/10013192097
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Economic policy uncertainty and the yield curve
Leippold, Markus; Matthys, Felix - In: Review of finance : journal of the European Finance … 26 (2022) 4, pp. 751-797
Persistent link: https://www.econbiz.de/10013349374
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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
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Risk aversion sensitive real business cycles
Chen, Zhanhui; Cooper, Ilan; Ehling, Paul; Xiouros, Costas - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441