The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Andrew Vivian; Mark E. Wohar
| Year of publication: |
2013
|
|---|---|
| Authors: | Vivian, Andrew ; Wohar, Mark E. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 26.2013, p. 40-50
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| Subject: | Return predictability | Output gap | Out-of-sample forecasts | Size | Value | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Bruttoinlandsprodukt | Gross domestic product | Produktionspotenzial | Potential output | Schätzung | Estimation | Prognose | Forecast | Kapitalmarktrendite | Capital market returns | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009717221