On the real-time forecasting ability of the consumption-wealth ratio
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- Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008.
"Forecasting stock market volatility with macroeconomic variables in real time,"
Journal of Economics and Business,
Elsevier, vol. 60(3), pages 256-276.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank.
- Hui Guo & Jason Higbee, 2006. "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers 2005-073, Federal Reserve Bank of St. Louis.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2008. "Real-time macroeconomic data and ex ante stock return predictability," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 274-290.
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KeywordsStock market ; Asset pricing;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-06-16 (All new papers)
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