Título:

Predicting Risk Premium under Changes in the Conditional Distribution of Stock Returns

Autores:

João Miguel Sousa (European Central Bank)
Ricardo Sousa (U Minho, LSE)

Revista:

Journal Of International Financial Markets, Institutions And Money

Ano:

2017

Volume:

50

Páginas:

204-218

Código JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.intfin.2017.09.002