Can financial uncertainty forecast aggregate stock market returns?
Ólan Henry, Semih Kerestecioglu, Sam Pybis
| Year of publication: |
2024
|
|---|---|
| Authors: | Henry, Ólan Thomas John ; Kerestecioglu, Semih ; Pybis, Sam |
| Subject: | equity risk premium | financial uncertainty | predictive regression | return predictability | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risiko | Risk | Prognose | Forecast | Schätzung | Estimation | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Finanzmarkt | Financial market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fmii.12187 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532257