Pages that link to "Item:Q2695788"
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The following pages link to Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788):
Displaying 12 items.
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
- The scale of predictability (Q1739637) (← links)
- What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio (Q2346017) (← links)
- Stock return and cash flow predictability: the role of volatility risk (Q2347721) (← links)
- Predicting the Equity Premium with Dividend Ratios (Q3114845) (← links)
- Movements in the Equity Premium: Evidence from a Time-Varying VAR (Q3574704) (← links)
- THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED<sup>1</sup> (Q4372027) (← links)
- Equilibrium Predictability, Term Structure of Equity Premia, and Other Return Characteristics (Q4554723) (← links)
- Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth* (Q4554756) (← links)
- Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (Q4613412) (← links)
- Out‐of‐sample equity premium prediction: A scenario analysis approach (Q4687675) (← links)
- Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance (Q6090598) (← links)