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

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