The role of categorical EPU indices in predicting stock-market returns
Juan Chen, Feng Ma, Xuemei Qiu, Tao Li
| Year of publication: |
2023
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|---|---|
| Authors: | Chen, Juan ; Ma, Feng ; Qiu, Xuemei ; Li, Tao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 87.2023, p. 365-378
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| Subject: | Categorical EPU index | Dimension reduction approach | EPU index | Forecast combination | Stock return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Börsenkurs | Share price | Prognose | Forecast | Index | Index number | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472350