Do macroeconomic factors help in predicting international equity risk premia? : Testing the out-of-sample accuracy of linear and nonlinear forecasts
Vincent Dropsy
| Year of publication: |
1996
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|---|---|
| Authors: | Dropsy, Vincent |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 12.1996, 3, p. 120-132
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| Subject: | Aktie | Share | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | USA | United States | Japan | Großbritannien | United Kingdom | Deutschland | Germany | 1971-1990 |
| 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/10001205322