Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Stelios Bekiros, Rangan Gupta, Anandamayee Majumdar
| Year of publication: |
August 2016
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| Authors: | Bekiros, Stelios ; Gupta, Rangan ; Majumdar, Anandamayee |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 18.2016, p. 291-296
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| Subject: | Stock markets | Economic uncertainty | Predictability | Quantile regression | Prognoseverfahren | Forecasting model | Risiko | Risk | Aktienmarkt | Stock market | USA | United States | Wirtschaftspolitik | Economic policy | Risikoprämie | Risk premium | Theorie | Theory | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.01.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657223