A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX (Q2292748)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX |
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX (English)
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5 February 2020
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return and cash flow predictability
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VIX
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expected return variations
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variance risk premium
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GMM
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