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Rapach, David E.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
662 |
Total
Citations
9 |
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1.
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Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Rapach, David E.
Seattle University, Albers School of Business and Economics Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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11 Mar 10
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Last Revised:
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15 May 13
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596
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6
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equity risk premium predictability, macroeconomic variables, moving-average rules, momentum, volume, out-of-sample forecasts, asset allocation, business cycle
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2.
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Owyang, Michael
Federal Reserve Bank of St. Louis - Research Division Rapach, David E.
Seattle University, Albers School of Business and Economics Wall, Howard J.
Lindenwood University - Institute for Study of Economics and the Environment
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53
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3
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State business cycles, Common factors
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3.
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Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Rapach, David E.
Seattle University, Albers School of Business and Economics
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13
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Net lending, Primary balance, Dynamic latent factor model, Business cycle, Equity valuation ratio, Military spending
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Rapach, David E.
Seattle University, Albers School of Business and Economics Strauss, Jack
Saint Louis University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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C22, C53, G11, G12
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5.
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Rapach, David E.
Seattle University, Albers School of Business and Economics Wohar, Mark E.
University of Nebraska at Omaha
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financial variables, predictive regression model, real stock returns, structural breaks
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6.
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Rapach, David E.
Seattle University, Albers School of Business and Economics
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Records 1 -
6
of 6 matches
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