International stock return predictability under model uncertainty
| Year of publication: |
2010
|
|---|---|
| Authors: | Schrimpf, Andreas |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 29.2010, 7, p. 1256-1282
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Zinsstruktur | Yield curve | Schätzung | Estimation | Frankreich | France | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | 1973-2005 |
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