Macroeconomic factors and equity premium predictability
Daniel Buncic, Martin Tischhauser
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Buncic, Daniel ; Tischhauser, Martin |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 51.2017, p. 621-644
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| Subject: | Equity premium predictability | Factor models | Macroeconomic variables | Adaptive Lasso | Sign restrictions | Forecast combination | Asset allocation | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | CAPM | Prognose | Forecast | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754673