Real-time macroeconomic data and ex ante predictability of stock returns
Year of publication: |
2006
|
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Authors: | Döpke, Jörg ; Hartmann, Daniel ; Pierdzioch, Christian |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Börsenkurs | Kapitalertrag | Prognoseverfahren | Konjunkturstatistik | Konjunkturindikator | Schätzung | Theorie | Deutschland | Ex ante predictability of stock returns | real-time macroeconomic data | performance of investment strategies | Germany |
Series: | Discussion Paper Series 1 ; 2006,10 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 510393683 [GVK] hdl:10419/19638 [Handle] RePEc:zbw:bubdp1:4247 [RePEc] |
Classification: | G11 - Portfolio Choice ; E44 - Financial Markets and the Macroeconomy ; C53 - Forecasting and Other Model Applications |
Source: |
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