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Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important |
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| Institution: | Institute of International Management, National Cheng Kung University, No. 1, University Road, Tainan City 701, Taiwan |
| Abstract: | |
| Keywords: | Equity premium News-based economic policy uncertainty Nonlinearity Population-level predictability Portfolio optimization |
| 本文献已被 ScienceDirect 等数据库收录！ | |