Forecasting U.S. stock returns
Year of publication: |
2021
|
---|---|
Authors: | McMillan, David G. |
Subject: | forecasting | recursive | rolling | Stock returns | term structure | time-variation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | Zinsstruktur | Yield curve | Schätzung | Estimation | Prognose | Forecast | Kapitalmarktrendite | Capital market returns | Aktienmarkt | Stock market |
-
Rahman, Md Lutfur, (2019)
-
Commodity risk and forecastability of international stock returns : the role of oil returns skewness
Salisu, Afees A., (2025)
-
Can US trade policy uncertainty help in predicting stock market excess return?
Li, Dakai, (2022)
- More ...
-
Humpe, Andreas, (2020)
-
Humpe, Andreas, (2016)
-
The behaviour of the equity yield and its relation with the bond yield: The role of inflation
McMillan, David G., (2018)
- More ...