The Risk and Predictability of International Equity Returns
We investigate predictability in national equity market returns, and its relation to global economic risks. We show how to consistently estimate the fraction of the predictable ...
Publications
2 shownThe Variation of Economic Risk Premiums
This paper provides an analysis of the predictable components of monthly common stock and bond portfolio return. Most of the predictability is associated with sensitivity to eco...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 2,388
- Institution
- University of Washington
External Links
Identifiers
- ORCID
- 0000-0003-2340-0632
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.