Predicting long-run risk factors of stock returns : evidence from Australia
Rajabrata Banerjee, Tony Cavoli, Ron McIver, Shannon Meng, John K. Wilson
| Year of publication: |
2023
|
|---|---|
| Authors: | Banerjee, Rajabrata ; Cavoli, Tony ; McIver, Ron ; Meng, Shannon ; Wilson, John K. |
| Subject: | Australia | long-run | macroeconomic shocks | stock returns | Australien | Kapitaleinkommen | Capital income | Schock | Shock | VAR-Modell | VAR model | Risikoprämie | Risk premium | Börsenkurs | Share price | CAPM | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/1467-8454.12298 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380845