Local trends in price-to-dividend ratios : assessment, predictive value, and determinants
Helmut Herwartz, Malte Rengel, Fang Xu
| Year of publication: |
December 2016
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| Authors: | Herwartz, Helmut ; Rengel, Malte ; Fang, Xu |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 48.2016, 8, p. 1655-1690
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| Subject: | price-to-dividend ratio | stock return prediction | consumption risk | dividend payments | demographics | nonlinear state-space model | particle filtering | Prognoseverfahren | Forecasting model | Dividende | Dividend | Schätzung | Estimation | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jmcb.12370 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011707949