Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model
Author:
Affiliation:
1. Bank of Italy, Rome, Italy
2. University of Warwick, Coventry, UK
3. CEPR, London, UK
4. European Central Bank, Frankfurt am Main, Germany
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07350015.2020.1763805
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