Robert Sollis

University of Newcastle - Newcastle University Business School

5 Barrack Road

Devonshire Building

NEWCASTLE UPON TYNE, NE1 7RU

United Kingdom

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Financial Stress and Forecasting UK Equity Risk Premiums

Number of pages: 104 Posted: 21 Apr 2022
William Berry, Diemo Dietrich and Robert Sollis
University of Newcastle - Newcastle University Business School, University of Greifswald - Department of Economics and University of Newcastle - Newcastle University Business School
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Abstract:

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Equity risk premium predictability, financial stress, macroeconomic variables, technical indicators, out-of-sample forecast, business cycle