Macroeconomic factors and equity premium predictability
Metadata only
Date
2017-09Type
- Journal Article
Publication status
publishedExternal links
Journal / series
International Review of Economics and FinanceVolume
Pages / Article No.
Publisher
ElsevierSubject
Equity premium predictability; Factor models; Macroeconomic variables; Adaptive Lasso; Sign restrictions; Forecast combination; Asset allocationOrganisational unit
03729 - Gersbach, Hans / Gersbach, Hans
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