Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?
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- Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Christina Christou & Rangan Gupta & Fredj Jawadi, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print hal-04478772, HAL.
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More about this item
Keywords
Equity Premium; Inequality; G7 Countries; Panel Predictive Regressions;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2017-04-02 (Forecasting)
- NEP-ORE-2017-04-02 (Operations Research)
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