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Macro variables and international stock return predictability

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  • Rapach, David E.
  • Wohar, Mark E.
  • Rangvid, Jesper

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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 21 (2005)
Issue (Month): 1 ()
Pages: 137-166

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Handle: RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166

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Web page: http://www.elsevier.com/locate/ijforecast

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References

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