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Building proxies that capture time-variation in expected returns using a VAR approach. (2011). Sousa, Ricardo.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:21:y:2011:i:3:p:147-163.

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  1. Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina.
    In: Post-Print.
    RePEc:hal:journl:hal-04478772.

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  2. Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826.

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  3. Consumption, wealth, stock and housing returns: Evidence from emerging markets. (2016). Sousa, Ricardo ; Caporale, Guglielmo Maria.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:562-578.

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  4. Consumption, change in expectations and equity returns. (2013). Quijano, Margot.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:24:p:1839-1851.

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