Seeking Alpha article used statistical approach to estimate S&P 500 P/E market multiple based on macroeconomic variables. Treasury yield and federal spending to GDP ratio are significant variables ...
Some recent research has suggested that macroeconomic variables, such as output and inflation, can improve interest rate forecasts. However, the evidence for this puzzling result is based on ...
Recent Basel Committee on Banking Supervision standards on interest rate risk in the banking book require the consideration of macroeconomic variables for modeling client behaviors, while no ...
A dynamic stochastic general equilibrium macromodel is constructed, based on infinitely lived, dynamically optimising households with labour market monopoly power. Randomness in future government ...
The Covid-19 pandemic and its resulting public health mitigation measures have caused large-scale economic disruption globally. At this time, there is an increased need to predict the macroeconomy’s ...
This paper investigates the relationship between domestic macroeconomic variables and stock excess returns to evaluate the effects of macroeconomic variables on excess returns and assess market ...
In recent years, term premia have been very low and sometimes even negative. Now, with the United States economy growing above potential, inflationary pressures are on the rise. Term premia are very ...
Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Somer G. Anderson is CPA, doctor of ...
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