RePEcEconometrics & Forecasting
CSGFM Equity Forecasting
Equity premium predictions for long-term country stocks based on a global factor model are more accurate than time-series models, resulting in substantial benefits in various developed equity markets.
Featured in No. 61 on 15 Aug 2024 ·
- Released
- 25 Mar 2022
- First featured
- No. 61 · 15 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 10
- Identifier
- RePEc:taf:ufajxx:v:78:y:2022:i:3:p:9-29
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