Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study Germany & U.S -
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References listed on IDEAS
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"Comparing Predictive Accuracy,"
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More about this item
KeywordsForecast; Excess Return; In-sample; Out-of-sample; Nested Forecast;
All these keywords.
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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