Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?
收藏NBER2005-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11468
下载链接
链接失效反馈官方服务：
资源简介：
A number of variables are correlated with subsequent returns on the aggregate US stock market in the 20th Century. Some of these variables are stock market valuation ratios, others reflect patterns in corporate finance or the levels of short- and long-term interest rates. Amit Goyal and Ivo Welch
提供机构：
美国国家经济研究局
创建时间：
2005-07-01
