Predicting long-run risk factors of stock returns : evidence from Australia
Year of publication: |
2023
|
---|---|
Authors: | Banerjee, Rajabrata ; Cavoli, Tony ; McIver, Ron ; Meng, Shannon ; Wilson, John K. |
Published in: |
Australian economic papers. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-8454, ZDB-ID 2006503-6. - Vol. 62.2023, 3, p. 377-395
|
Subject: | Australia | long-run | macroeconomic shocks | stock returns | Australien | Kapitaleinkommen | Capital income | Schock | Shock | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market |
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