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~isPartOf:"FEDS Working Paper"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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The decline in asset return predictability and macroeconomic volatility
Hsu, Alex
;
Palomino, Francisco
;
Qian, Charles
-
2017
, and a significant decline in this predictability during the
Great
Moderation
. These findings are robust to alternative …
Persistent link: https://www.econbiz.de/10011709322
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