What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Year of publication: |
2015
|
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Authors: | Wachter, Jessica ; Warusawitharana, Missaka |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 1, p. 74-93
|
Subject: | Return predictability | Bayesian statistics | Model uncertainty | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
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