Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International Review of Financial Analysis 17 (2008) 2, pp. 274-290
We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report that the contribution of real-time macroeconomic data to ex ante stock return...
