‘Déjà vol’ revisited: survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios - Conrad, Christian; Glas, Alexander (Discussion paper series, 2018)
JEL classification: E17, E37, G11, G17; Keywords: Realized volatility, Survey of Professional Forecasters, forecast evaluation, predictive regressions
Keywords: Prognose; Wirtschaftsentwicklung