Can US trade policy uncertainty help in predicting stock market excess return?
Year of publication: |
2022
|
---|---|
Authors: | Li, Dakai ; Zhang, Fan ; Li, Xuezhi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-5
|
Subject: | Equity premium | Return predictability | Trade policy uncertainty | Außenwirtschaftspolitik | Foreign economic policy | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | USA | United States | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Theorie | Theory | Aktienmarkt | Stock market | Prognose | Forecast | Schätzung | Estimation | Risiko | Risk |
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