… approach to equity premium forecasting by employing predictive quantile regression models
(Koenker and Bassett Citation1978) and incorporating the complete subset combination …

… to predict monthly equity … empirical results indicate that geopolitical news are at times more
valuable than economic news to predict the equity premium and we also find that forecasting …

… This paper introduces and extensively explores a forecasting procedure based … predict the
equity premium under linear regressions. For this new approach to equity premium forecasting…

… Equity Premium (REP); and Implied Equity Premium (IEP). We highlight the confusing message
in the literature regarding the equity premium … to predict the equity premium typically look …

… On average, economists forecast an average annual risk premium (arithmetic) of about 7%
for a ten-year time horizon and 6-7% for one to five-year time horizons. As with the other …

… On average, economists forecast an average annual risk premium (arithmetic) of about 7%
for a ten-year time horizon and 67% for one to five-year time horizons. As with the other …

… of oil price returns can predict the aggregate stock market returns. Empirical results indicate
the … for out-of-sample performance. We add the skewness of oil price returns as an additional …

… stocks to one who holds more reduces the equity premium. From an empirical view, the rich
hold more stocks, so inequality should predict excess stock market returns. Consistent with …

… forecast power of option-implied and return variation measures for the equity risk premium,
which we validate for each of our equity … , the forecast power for the future equity risk premium …

… using a popular predictor achieves both economic and statistical forecasting gains over these
… models as an additional predictor can improve forecasting performance for all 14 cases. …