Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia
| dc.contributor.author | Cepni, Oguzhan | |
| dc.contributor.author | Gupta, Rangan | |
| dc.contributor.author | Wohar, Mark E. | |
| dc.date.accessioned | 2022-06-10T06:02:38Z | |
| dc.date.available | 2022-06-10T06:02:38Z | |
| dc.date.issued | 2021-06 | |
| dc.description.abstract | Please read abstract in the article. | en_US |
| dc.description.department | Economics | en_US |
| dc.description.librarian | hj2022 | en_US |
| dc.description.uri | http://wileyonlinelibrary.com/journal/irfi | en_US |
| dc.identifier.citation | Cepni, O., Gupta, R. & Wohar, M.E. 2021, 'Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia', International Review of Finance, vol. 21, no. 2, pp. 661-674, doi : 10.1111/irfi.12283. | en_US |
| dc.identifier.issn | 1369-412X (print) | |
| dc.identifier.issn | 1468-2443 (online) | |
| dc.identifier.other | 10.1111/irfi.12283 | |
| dc.identifier.uri | https://repository.up.ac.za/handle/2263/85778 | |
| dc.language.iso | en | en_US |
| dc.publisher | Wiley | en_US |
| dc.rights | © 2019 International Review of Finance Ltd. This is the submitted version of the following article : 'Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia', International Review of Finance, vol. 21, no. 2, pp. 661-674, doi : 10.1111/irfi.12283. The definite version is available at : http://wileyonlinelibrary.com/journal/irfi. | en_US |
| dc.subject | Bond risk premia | en_US |
| dc.subject | Consumption-wealth ratios | en_US |
| dc.subject | In-sample predictability | en_US |
| dc.subject | Out-of-sample forecasts | en_US |
| dc.title | Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia | en_US |
| dc.type | Preprint Article | en_US |