NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Predictive Regressions: A Present-value Approach

Jules H. van Binsbergen, Ralph S.J. Koijen

NBER Working Paper No. 16263
Issued in August 2010

---- Acknowledgements -----

We would also like to thank Ravi Bansal, Lieven Baele, Geert Bekaert, Alan Bester, Michael Brandt, Alon Brav, Ben Broadbent, John Campbell, Hui Chen, John Cochrane, George Constantinides, Joost Driessen, Darrell Duffie, Gene Fama, Jesus Fernandez-Villaverde, Xavier Gabaix, Eric Ghysels, Will Goetzmann, Chris Jones, Frank de Jong, Ron Kaniel, Martin Lettau, Hanno Lustig, Anthony Lynch, Toby Moskowitz, Justin Murfin, Theo Nijman, Lubos Pastor, Anamaria Pieschacon, Nick Polson, Matt Richardson, Juan Rubio-Ramirez, Yuliy Sannikov, Ken Singleton, Pilar Soriano, Allan Timmermann, Stijn Van Nieuwerburgh, Pietro Veronesi, Luis Viceira, Vish Viswanathan, Jessica Wachter, Bas Werker, Amir Yaron, and seminar participants at the WFA meetings 2008, Chicago Booth, Duke University, the Stanford-Berkeley Seminar, Tilburg University, the Rotman School, UCSD-Rady School of Management, University of Southern California, University of Wisconsin-Madison, and UCLA for useful comments and suggestions. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

return to bibliography page

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us