Forecasting the equity risk premium in the Korean stock market: a factor analysis approach

Bibliographic Details

Published in:	Global business and finance review
Authors and Corporations:	Chun, Sungju (Author)
Type of Resource:	E-Book Component Part
Language:	English
published:	2021
Series:	Global business and finance review, 26(2021), 4, Seite 77-89
Subjects:	Equity risk premium predictability in Korea Financial and macroeconomic variables Dynamic factor predictive regression In-sample predictability Out-of-sample forecasts Aufsatz in Zeitschrift
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISSN:	2384-1648
License:	Namensnennung - Nicht kommerziell 4.0 International (CC BY-NC 4.0)