Predictive power of dividend yields and interest rates for stock returns in South Asia : evidence from a bias-corrected estimator
Md Lutfur Rahman, Abul Shamsuddin, Doowon Lee
| Year of publication: |
2019
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|---|---|
| Authors: | Rahman, Md Lutfur ; Shamsuddin, Abul ; Lee, Doowon |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 62.2019, p. 267-286
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| Subject: | Dividend yield | Excess returns | Interest rate | Return predictability | South Asia | Time-variation | Dividende | Dividend | Südasien | Kapitaleinkommen | Capital income | Zins | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zinsstruktur | Yield curve | Prognose | Forecast | Pakistan | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2019.04.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012205550