Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Riccardo Colacito, Eric Ghysels, Jinghan Meng, Wasin Siwasarit
| Year of publication: |
August 2016
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|---|---|
| Authors: | Colacito, Riccardo ; Ghysels, Eric ; Meng, Jinghan ; Siwasarit, Wasin |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 29.2016, 8, p. 2069-2109
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| Subject: | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1950-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhw009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011578976