Title:

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

Authors:

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

Journal:

Journal Of International Financial Markets, Institutions And Money

Year:

2017

Volume:

50

Pages:

204-218

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.intfin.2017.09.002