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Predicting aggregate returns using valuation ratios out-of-sample

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  • Ana Sequeira

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  • Ana Sequeira, 2013. "Predicting aggregate returns using valuation ratios out-of-sample," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  • Handle: RePEc:ptu:bdpart:b201310
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