Structural instability and predictability

journal contribution

posted on 2024-06-06, 08:28 authored by N Devpura, PK Narayan, Susan SharmaSusan Sharma

Structural instability and predictability

History

Related Materials

1.
DOI - Is version of https://doi.org/10.1016/j.intfin.2019.101145

Location

Amsterdam, The Netherlands

Language

English

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Journal

Journal of International Financial Markets, Institutions and Money

Volume

63

Article number

ARTN 101145

Pagination

1 - 13

ISSN

1042-4431

eISSN

1873-0612

Publisher

ELSEVIER

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Categories

Keywords

Social Sciences Business, Finance Economics Business & Economics Structural break Predictability Monte Carlo simulation STOCK RETURN PREDICTABILITY EQUITY PREMIUM DIVIDEND YIELDS UNIT-ROOT LONG Deakin Business School Department of Finance 3502 Banking, finance and investment 3801 Applied economics 3802 Econometrics

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