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
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

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011754673

A service of the