Reconciling the Return Predictability Evidence
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/21/4/1607/9995216/hhm074.pdf
Reference60 articles.
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4. Estimating and Testing Linear Models with Multiple Structural Changes
5. van Bainsbergen J. Koijen R. Predictive Regressions: A Present-Value Approach. 2007. Unpulished Manuscript.
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