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Economic and financial crises and the predictability of U.S. stock returns · Study

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ArticleEconomic and financial crises and the predictability of U.S. stock returns

Daniel Hartmann2007

Article2007

Economic and financial crises and the predictability of U.S. stock returns

Daniel Hartmann · Bernd Kempa · Christian Pierdzioch

30 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Market Dynamics and Volatility Stock Market Forecasting Methods

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References

1986Economic Forces and the Stock Market 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission 1989Business conditions and expected returns on stocks and bonds 1966Mutual Fund Performance 2002International Asset Allocation With Regime Shifts 1984Stock Prices and Social Dynamics 2001Explaining the Rate Spread on Corporate Bonds

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2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss

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Year2007

Typearticle

Published2007-08-01

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations30

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2007.07.003

openalex_workW1574779059

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