Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
Year of publication: |
2023
|
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Authors: | McMillan, David G. |
Published in: |
The Manchester School. - Oxford [u.a.] : Blackwell, ISSN 1467-9957, ZDB-ID 1473781-4. - Vol. 91.2023, 5, p. 439-466
|
Subject: | default yield | economic growth | prediction | variance risk premium | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | USA | United States | Finanzmarkt | Financial market | Schätzung | Estimation |
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