Economic fundamentals and stock market valuation: a CAPE-based approach
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References listed on IDEAS
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More about this item
Keywords
stock market valuation; CAPE; macroeconomic fundamentals; macroeconomic volatility; return predictability;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2022-12-19 (Financial Development and Growth)
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