Consumer confidence or the business cycle : what matters more for European expected returns?
Stig V. Møller; Henrik Nørholm; Jesper Rangvid
| Year of publication: |
2014
|
|---|---|
| Authors: | Møller, Stig Vinther ; Nørholm, Henrik ; Rangvid, Jesper |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 230-248
|
| Subject: | Time-varying expected returns | Business cycle risk | Output gap | Consumer confidence | Bootstrap | GMM | Konjunktur | Business cycle | Konsumentenverhalten | Consumer behaviour | Kapitaleinkommen | Capital income | Schätzung | Estimation | EU-Staaten | EU countries | Bootstrap-Verfahren | Bootstrap approach | Erwartungsbildung | Expectation formation | Verbrauchervertrauensindex | Consumer confidence index | Produktionspotenzial | Potential output |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011285064