Stock return predictability and Taylor rules
Year of publication: |
2025
|
---|---|
Authors: | Ince, Onur ; Jiang, Lei ; Molodtsova, Tanya |
Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 43.2025, 1, p. 8-22
|
Subject: | predictability | stock returns | Taylor rules | Taylor-Regel | Taylor rule | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
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