Browsing Research Articles (Economics) by Subject "Equity premium"

Now showing items 1-3 of 3

Asset pricing in a Lucas fruit-tree economy with the best and worst in mind

Zimper, Alexander (Elsevier, 2012-04)

This paper studies a Lucas (1978) fruit-tree economy under the assumption that the agents are Choquet expected utility (CEU) rather than standard expected utility decision makers. More specifically, the agents’ non-additive ...
Out-of-sample equity premium predictability in South Africa : evidence from a large number of predictors

Gupta, Rangan; Modise, Mampho P.; Uwilingiye, Josine (Routledge, 2016)

This paper uses a predictive regression framework to examine the out-of-sample predictability of South Africa’s equity premium, using a host of financial and macroeconomic variables. We employ various methods of forecast ...
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach

Gupta, Rangan; Muteba Mwamba, John W.; Wohar, Mark E. (Elsevier, 2018-06)

Information on partisan conflict is shown to matter in forecasting the U.S. equity premium, especially when accounting for omitted nonlinearities in their relationship, via a nonparametric predictive regression approach ...

Now showing items 1-3 of 3

Search UPSpace