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Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
Citations
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Cited by:
- Zakamulin, Valeriy & Hunnes, John A., 2021. "Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 182-197.
- Yeganeh Forouheshfar & Najat El Mekkaoui & Hippolyte d’Albis, 2020.
"Demographics in MENA Countries: A Major Driver for Economic Growth,"
De Economist, Springer, vol. 168(2), pages 183-213, June.
- Yeganeh Forouheshfar & Najat El Mekkaoui & Hippolyte d'Albis, 2019. "Demographics in MENA countries: a major driver for economic growth," Working Papers halshs-02409029, HAL.
- Yeganeh Forouheshfar & Najat El Mekkaoui & Hippolyte d'Albis, 2020. "Demographics in MENA Countries: A Major Driver for Economic Growth," Post-Print halshs-02874757, HAL.
- Yeganeh Forouheshfar & Najat El Mekkaoui & Hippolyte d'Albis, 2020. "Demographics in MENA Countries: A Major Driver for Economic Growth," PSE-Ecole d'économie de Paris (Postprint) halshs-02874757, HAL.
- Yeganeh Forouheshfar & Najat El Mekkaoui & Hippolyte d'Albis, 2019. "Demographics in MENA countries: a major driver for economic growth," PSE Working Papers halshs-02409029, HAL.
- Takáts, Előd, 2012. "Aging and house prices," Journal of Housing Economics, Elsevier, vol. 21(2), pages 131-141.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Forecasting benchmarks of long-term stock returns via machine learning," Annals of Operations Research, Springer, vol. 297(1), pages 221-240, February.
- Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
- Elod Takats, 2010. "Ageing and asset prices," BIS Working Papers 318, Bank for International Settlements.
- Yu, Deshui & Chen, Li, 2024. "Local predictability of stock returns and cash flows," Journal of Empirical Finance, Elsevier, vol. 77(C).
- Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2021.
"Housing Yields,"
Working Papers
2021:21, Department of Economics, University of Venice "Ca' Foscari", revised 2021.
- Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2024. "Housing Yields," Carlo Alberto Notebooks 716 JEL Classification: G, Collegio Carlo Alberto.
- Airaudo, Marco, 2016. "Endogenous Stock Price Fluctuations with Dynamic Self-Control Preferences," School of Economics Working Paper Series 2016-2, LeBow College of Business, Drexel University.
- Rengel, Malte & Herwartz, Helmut & Xu, Fang, 2013. "Persistence in the price-to-dividend ratio and its macroeconomic fundamentals," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79860, Verein für Socialpolitik / German Economic Association.
- Ilaria Piatti & Fabio Trojani, 2020.
"Dividend Growth Predictability and the Price–Dividend Ratio,"
Management Science, INFORMS, vol. 66(1), pages 130-158, January.
- Ilaria Piatti & Fabio Trojani, 2012. "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series 12-42, Swiss Finance Institute.
- Verdickt, Gertjan, 2020. "Is fertility a leading indicator for stock returns?," Finance Research Letters, Elsevier, vol. 33(C).
- Deshui Yu & Yayi Yan, 2023. "Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework," Financial Management, Financial Management Association International, vol. 52(3), pages 513-541, September.
- Luo, Shikong & Yan, Xinyan & Yang, Haoyi, 2021. "Let’s take a smooth break: Stock return predictability revisited," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 300-314.
- Deelstra, Griselda & Grasselli, Martino & Van Weverberg, Christopher, 2016. "The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 205-219.
- Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min, 2019. "Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets," Journal of International Money and Finance, Elsevier, vol. 92(C), pages 62-74.
- Mikael Juselius & Elod Takats, 2015. "Can demography affect inflation and monetary policy?," BIS Working Papers 485, Bank for International Settlements.
- Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Research Discussion Papers 7/2018, Bank of Finland.
- Zongwu Cai & Jiazi Chen & Linlin Niu, 2021. "A Semiparametric Model for Bond Pricing with Life Cycle Fundamental," Working Papers 2021-01-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Nikolay Gospodinov, 2017. "Asset Co-movements: Features and Challenges," FRB Atlanta Working Paper 2017-11, Federal Reserve Bank of Atlanta.
- Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2016.
"Demographics and the Behavior of Interest Rates,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 732-776, November.
- Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2011. "Demographics and The Behaviour of Interest Rates," Working Papers 388, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Malkhozov, Aytek & Tamoni, Andrea, 2015. "News shocks and asset prices," LSE Research Online Documents on Economics 62004, London School of Economics and Political Science, LSE Library.
- repec:zbw:bofrdp:2018_007 is not listed on IDEAS
- H. J. Turtle & Kainan Wang, 2017. "The Value In Fundamental Accounting Information," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(1), pages 113-140, March.
- Yu, Deshui & Huang, Difang & Chen, Li, 2023. "Stock return predictability and cyclical movements in valuation ratios," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 36-53.
- Zongwu Cai & Jiazi Chen & Linlin Liu, 2021. "Estimating Impact of Age Distribution on Bond Pricing: A Semiparametric Functional Data Analysis Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202102, University of Kansas, Department of Economics, revised Jan 2021.
- Knell, Markus, 2013. "The Intergenerational Distribution of Demographic Fluctuations in Unfunded and Funded Pension Systems," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79830, Verein für Socialpolitik / German Economic Association.
- Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2022. "Long-horizon stock valuation and return forecasts based on demographic projections," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 190-215.
- Gozluklu, Arie & Morin, Annaïg, 2019. "Stock vs. Bond yields and demographic fluctuations," Journal of Banking & Finance, Elsevier, vol. 109(C).