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Fundamental Versus Contagion Variables to Explain Returns

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Bubbles and Contagion in Financial Markets, Volume 2

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Abstract

As illustrated throughout our previous pages, there is a general consensus that expected returns are notoriously difficult to predict for many reasons, including modeling and econometric problems.

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Notes

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  1. Universidad Internacional de la Rioja, Logroño, Spain

    Eva R. Porras

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  1. Eva R. Porras
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Correspondence to Eva R. Porras .

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Porras, E.R. (2017). Fundamental Versus Contagion Variables to Explain Returns. In: Bubbles and Contagion in Financial Markets, Volume 2. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-137-52442-3_6

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  • DOI: https://doi.org/10.1057/978-1-137-52442-3_6

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  • Publisher Name: Palgrave Macmillan, London

  • Print ISBN: 978-1-137-52441-6

  • Online ISBN: 978-1-137-52442-3

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