Analytical cyclical price–dividend ratios
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DOI: 10.1016/j.econlet.2022.110510
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More about this item
Keywords
Price–dividend ratio; Long-run risk; Non-linearity; Endogenous heteroskedasticity; Log-linear approximation;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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