Predictability of stock returns and real output
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 34 (1994)
Issue (Month): 4 ()
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Web page: http://www.elsevier.com/locate/inca/620167
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- Yufeng Han, 2010. "On the Economic Value of Return Predictability," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 1-33, May.
- Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper, 2005. "Macro variables and international stock return predictability," International Journal of Forecasting, Elsevier, vol. 21(1), pages 137-166.
- Helmut Herwartz & Konstantin A. Kholodilin, 2014.
"In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 33(1), pages 15-31, 01.
- Helmut Herwartz & Konstantin A. Kholodilin, 2011. "In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence," Discussion Papers of DIW Berlin 1173, DIW Berlin, German Institute for Economic Research.
- Rodriguez, Rosa & Restoy, Fernando & Pena, J. Ignacio, 2002. "Can output explain the predictability and volatility of stock returns?," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 163-182, April.
- Nunes, Mauricio & Da Silva, Sergio, 2005.
"Política Monetária e Relação entre PIB Real e Mercado de Ações na Economia Brasileira
[Monetary policy and the relationship between real GDP and stockmarket in the Brazilian economy]," MPRA Paper 4158, University Library of Munich, Germany.
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