Martin Tischhauser

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

SCHOLARLY PAPERS

2

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546

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Macroeconomic Factors and Equity Premium Predictability

Number of pages: 53 Posted: 04 Apr 2016 Last Revised: 02 Jun 2017
Daniel Buncic and Martin Tischhauser
Stockholm University - Stockholm Business School and ETH Zürich
Downloads 546 (56,704)
Citation 2

Abstract:

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Equity premium predictability, Factor models, Macroeconomic variables, Adaptive Lasso, Sign restrictions, Forecast combination, Asset allocation

2.

Versatile Forward Guidance: Escaping or Switching?

CEPR Discussion Paper No. DP12559
Number of pages: 63 Posted: 08 Jan 2018
Hans Gersbach, Yulin Liu and Martin Tischhauser
ETH Zurich - CER-ETH -Center of Economic Research, Huazhong University of Science and Technology and ETH Zürich
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Abstract:

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central banks, forward guidance, global robustness, polynomial chaos expansion, Sobol' Indices, transparency, zero lower bound