Stock return predictability and stationarity of dividend yield
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References listed on IDEAS
- Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June.
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More about this item
Keywordsmean reversion; regime switching; stationarity; stock return predictability;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- G1 - Financial Economics - - General Financial Markets
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