Macroeconomic factors and emerging market equity returns: a Bayesian model selection approach
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- Campbell R. Harvey, 1994.
"Predictable Risk and Returns in Emerging Markets,"
NBER Working Papers
4621, National Bureau of Economic Research, Inc.
- K. J. Martijn Cremers, 2002. "Stock Return Predictability: A Bayesian Model Selection Perspective," Review of Financial Studies, Society for Financial Studies, vol. 15(4), pages 1223-1249.
- Garcia, Rene & Ghysels, Eric, 1998.
"Structural change and asset pricing in emerging markets,"
Journal of International Money and Finance,
Elsevier, vol. 17(3), pages 455-473, June.
- René Garcia & Eric Ghysels, 1996. "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers 96s-34, CIRANO.
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