Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
Stelios BekirosIPAG Business School, 184 Boulevard Saint-Germain, 75006 Paris, FranceRangan GuptaIPAG Business School, 184 Boulevard Saint-Germain, 75006 Paris, FranceAnandamayee MajumdarCenter for Advanced Statistics and Econometrics, Soochow University, Suzhou, China
2016en
ABI
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Cited by 30 references