Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying predictability of the long horizon equity premium based on semiparametric regressions |
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Time-varying predictability of the long horizon equity premium based on semiparametric regressions (English)
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5 April 2023
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long-horizon stock return
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time-varying coefficient
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profile estimation
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present-value model
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