The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s11079-016-9408-x.pdf
Reference21 articles.
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3. Balcilar M, Gupta R, Kyei C, Wohar ME (2016) Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test. Open Econ Rev 27:229–250
4. Baharumshah A, Liew V (2006) Forecasting performance of exponential smooth transition autoregressive exchange rate models. Open Econ Rev 17:235–251
5. Bekiros S, Gupta R (2015) Predicting stock returns and volatility using consumption-aggregate wealth ratios: a nonlinear approach. Econ Lett 131:83–85
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