Predicting the equity premium around the globe : comprehensive evidence from a large sample
| Year of publication: |
2025
|
|---|---|
| Authors: | Hollstein, Fabian ; Prokopczuk, Marcel ; Tharann, Björn ; Wese Simen, Chardin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 41.2025, 1, p. 208-228
|
| Subject: | Return predictability | Cross-market return predictability | International equity premium | Market development | Market efficiency | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Welt | World | Prognose | Forecast |
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