Does inequality help in forecasting equity premium in a panel of G7 countries?
Year of publication: |
2021
|
---|---|
Authors: | Christou, Christina ; Gupta, Rangan ; Jawadi, Fredj |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-10
|
Subject: | Equity Premium | G7 Countries | Inequality | Panel Predictive Regressions | Risikoprämie | Risk premium | Panel | Panel study | Einkommensverteilung | Income distribution | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Welt | World | Schätzung | Estimation |
-
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina, (2020)
-
Langlois, Hugues, (2020)
-
Cross-asset return predictability : carry trades, stocks and commodities
Lu, Helen, (2016)
- More ...
-
Christou, Christina, (2018)
-
Christou, Christina, (2020)
-
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos, (2023)
- More ...