Predictability in financial markets: What do survey expectations tell us?

Journal of International Money and Finance

Volumn 28, Issue 3, 2009, Pages 406-426

  Bacchetta, Philippe ^a   Mertens, Elmar ^b   van Wincoop, Eric ^c  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b FEDERAL RESERVE BOARD   (United States)

^c UNIVERSITY OF VIRGINIA   (United States)

Author keywords

Excess returns; Expectations; Predictability

Indexed keywords

EID: 62349131002     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2008.09.001     Document Type: Article

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