Regime shifts and stock return predictability
Regina Hammerschmid, Harald Lohre
| Year of publication: |
2018
|
|---|---|
| Authors: | Hammerschmid, Regina ; Lohre, Harald |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 56.2018, p. 138-160
|
| Subject: | Predictive regressions | Regime switching | Return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.10.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033680