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Forecasting the equity risk premium: The importance of regime-dependent evaluation · Study

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ArticleForecasting the equity risk premium: The importance of regime-dependent evaluation

Dimitrios Karyampas2017

Article2017

Forecasting the equity risk premium: The importance of regime-dependent evaluation

Dimitrios Karyampas

27 citations·0/0 files stored·Journal of Financial Markets

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Financial Markets and Investment Strategies Forecasting Techniques and Applications Financial Risk and Volatility Modeling

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References

2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Dividend yields and expected stock returns 1998Costly Search and Mutual Fund Flows 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2006Approximately normal tests for equal predictive accuracy in nested models 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 2011Presidential Address: Discount Rates

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2018Forecasting U.S. stock returns 2019Out-of-sample equity premium prediction in the presence of structural breaks 2017Trading the Foreign Exchange Market with Technical Analysis and Bayesian Statistics

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Year2017

Typearticle

Published2017-11-17

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.finmar.2017.11.002

openalex_workW3124424746

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