Regina Hammerschmid

University of Zurich

Schönberggasse 1

Zürich, 8001

Switzerland

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Regime Shifts and Stock Return Predictability

International Review of Economics and Finance, Forthcoming
Number of pages: 50 Posted: 04 Jun 2014 Last Revised: 17 Nov 2017
Regina Hammerschmid and Harald Lohre
University of Zurich and Invesco
Downloads 712 (17,042)

Abstract:

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Return Predictability, Regime Switching, Predictive Regressions

2.

Commodity Return Predictability

Number of pages: 49 Posted: 03 Feb 2017
Regina Hammerschmid
University of Zurich
Downloads 0 (66,642)

Abstract:

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Commodities, Return Predictability, Economic Fundamentals