Artigo
- Título:
- Building Proxies That Capture Time-Variation in Expected Returns Using a VAR Approach
- Autor:
-
Ricardo Sousa
(U Minho)
- Revista:
-
Applied Financial Economics
- Ano:
- 2011
- Volume:
- 21
- Número:
- 1-3
- Páginas:
- 147-163
- Códigos JEL:
-
D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving
E17 - Forecasting and Simulation
E21 - Macroeconomics: Consumption; Saving; Aggregate Physical and Financial Consumer Wealth
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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