Stock return and cash flow predictability: the role of volatility risk (Q2347721)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock return and cash flow predictability: the role of volatility risk |
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Stock return and cash flow predictability: the role of volatility risk (English)
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8 June 2015
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return and dividend growth predictability
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variance risk premium
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equilibrium pricing
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stochastic volatility and uncertainty
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``structural'' factor GARCH
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