A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX (Q2292748)
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scientific article; zbMATH DE number 7162784
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| English | A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX |
scientific article; zbMATH DE number 7162784 |
Statements
A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX (English)
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5 February 2020
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return and cash flow predictability
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VIX
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expected return variations
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variance risk premium
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GMM
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0.88728446
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0.86945045
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0.84323907
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0.8392728
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0.83790994
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0.8343079
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