Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of International Financial Markets, … 33 (2014) C, pp. 367-378
This article attempts to examine whether the equity premium in the United States can be predicted from a comprehensive set of 18 economic and financial predictors over a monthly out-of-sample period of 2000:2–2011:12, using an in-sample period of 1990:2–2000:1. To do so, we consider, in...