Gone with the vol : a decline in asset return predictability during the great moderation
Alex Hsu, Francisco Palomino, Liang Qian
| Year of publication: |
2023
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|---|---|
| Authors: | Hsu, Alex ; Palomino, Francisco ; Qian, Liang |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 5, p. 3025-3047
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| Subject: | asset return predictability | monetary policy | the Great Moderation | time-varying macroeconomic volatility | Volatilität | Volatility | Geldpolitik | Monetary policy | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Konjunktur | Business cycle |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.4429 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305476