What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Jessica A. Wachter; Missaka Warusawitharana
| Year of publication: |
2015
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|---|---|
| Authors: | Wachter, Jessica ; Warusawitharana, Missaka |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 1, p. 74-93
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| Subject: | Return predictability | Bayesian statistics | Model uncertainty | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Dividende | Dividend | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Bayes-Statistik | Bayesian inference | Risiko | Risk | Regressionsanalyse | Regression analysis | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10011349544