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Browsing Economic and Management Sciences by Subject "Business cycle"
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(Elsevier, 2014-11)This article attempts to examine whether the equity premium in the United States can be predicted from a comprehensive set of 18 economic and financial predictors over a monthly out-of-sample period of 2000:2–2011:12, ...
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(MDPI, 2019-01)We employ bivariate and multivariate nonlinear causality tests to document causality from equity return dispersion to stock market volatility and excess returns, even after controlling for the state of the economy. ...
Now showing items 1-2 of 2