Real-time macroeconomic data and ex ante predictability of stock returns
Year of publication: |
2006
|
---|---|
Authors: | Döpke, Jörg ; Hartmann, Daniel ; Pierdzioch, Christian |
Publisher: |
Frankfurt am Main : Dt. Bundesbank |
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | USA | United States | Schätzung | Estimation | Theorie | Theory |
Description of contents: | Description [opus.zbw-kiel.de] |
Extent: | 53 S. graph. Darst. b |
---|---|
Series: | Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem. - Frankfurt, M. : Dt. Bundesbank, Press and Public Relations Div., ZDB-ID 2135950-7. |
Type of publication: | Book / Working Paper |
Language: | English ; German |
Notes: | Literaturverz. S. 43 - 45 |
ISBN: | 3-86558-129-3 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
International equity flows and the predictability of US stock returns
Hartmann, Daniel, (2007)
-
Essays on consumption and expected returns
Yogo, Motohiro, (2004)
-
Liquidity commonality and risk management
Weiß, Gregor, (2012)
- More ...
-
Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg, (2006)
-
Forecasting stock market volatility with macroeconomic variables in real time
Döpke, Jörg, (2006)
-
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg, (2008)
- More ...