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‘Déjà vol’ revisited: survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios

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Bibliographic Details
Main Authors: Conrad, Christian (Author) , Glas, Alexander (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Heidelberg Universitätsbibliothek Heidelberg September 11, 2018
Series:Discussion Paper Series / University of Heidelberg, Department of Economics 655
In: Discussion paper series (655)

DOI:10.11588/heidok.00025357
Subjects:
Prognose
Wirtschaftsentwicklung
Online Access:Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.11588/heidok.00025357
Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-253575
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Author Notes:Christian Conrad and Alexander Glas
Description
Item Description:JEL classification: E17, E37, G11, G17; Keywords: Realized volatility, Survey of Professional Forecasters, forecast evaluation, predictive regressions
Physical Description:Online Resource
DOI:10.11588/heidok.00025357

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