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Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?

Rangan Gupta (), Shawkat Hammoudeh, Mampho P. Modise and Duc Khuong Nguyen

No 2014-436, Working Papers from Department of Research, Ipag Business School

Abstract: This article attempts to examine whether the equity premium in the United States can be predicted from a comprehensive

Keywords: Equity premium forecasting; asset pricing model; economic uncertainty; business cycle. (search for similar items in EconPapers)
JEL-codes: C52 C53 C58 E37 G17 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-for and nep-mac
Date: 2014-01-01
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Related works:
Journal Article: Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? (2014) Downloads
Working Paper: Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (2013) Downloads
Working Paper: Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (2013)
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