Lutey, Matthew; Rayome, Dave - In: Global business and finance review 27 (2022) 5, pp. 17-26
risk premium return. We also record the t-statistic and R2 of the model. We note that T-statistics of 1.65 are … forecasting risk premium and could benefit from additional indicators or macro fundamentals. Originality/value: This is the first … paper to use Ichimoku Cloud in the risk premium forecast framework. …