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University of British Columbia (UBC) - Division of Finance
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Baltic Dry Index, global stock markets, commodity returns, global real economic activity
Baltic Dry Index, global stock markets, commodity returns, global real economic activity, predictive regressions, out-of-sample statistic, economic significance
Panel data, Fama-MacBeth, Standard errors
dynamic portfolio choce, approximation techniques
subjective expectations, learning, structural uncertainty, priors, predictive density of consumption growth, equity premium, riskfree return
subjective expectations; learning; structural uncertainty; priors; predictive density of consumption growth; equity premium; riskfree return
Predictability, traded market variance, real economic activity, Treasury returns, stock market
Equity Return Predictability; Structural VAR Model; Oil Price Change Decomposition; Oil Supply Shock; Global Demand Shock; Oil-SpeciC Demand Shock
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