Macroeconomic uncertainty and the excess returns of stock
Yingfan Ge, Xiangyun Xu, Cong Yu and Jie Meng
| Year of publication: |
2025
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|---|---|
| Authors: | Ge, Yingfan ; Xu, Xiangyun ; Yu, Cong ; Meng, Jie |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 31.2025, 3, p. 260-288
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| Subject: | Macroeconomic uncertainty | excess return | international stock markets | behavior finance | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | Stock market | Volatilität | Volatility | Risikoprämie | Risk premium | CAPM | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2024.2385063 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015324776