A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Jaeho Yun
| Year of publication: |
2020
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|---|---|
| Authors: | Yun, Jaeho |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 186.2020, p. 1-5
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| Subject: | Return and cash flow predictability | VIX | Expected return variations | Variance risk premium | GMM | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Cash Flow | Cash flow | Börsenkurs | Share price | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | CAPM | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.108755 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500329