Macroeconomic factors and emerging market equity returns: a Bayesian model selection approach
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References listed on IDEAS
- Garcia, Rene & Ghysels, Eric, 1998.
"Structural change and asset pricing in emerging markets,"
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- René Garcia & Eric Ghysels, 1996. "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers 96s-34, CIRANO.
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- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gazi Mainul Hassan & Hisham M. Al refai, 2012.
"Can macroeconomic factors explain equity returns in the long run? The case of Jordan,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 22(13), pages 1029-1041, July.
- Hassan, Gazi & Hisham, Al refai, 2010. "Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan," MPRA Paper 22713, University Library of Munich, Germany.
- Jiranyakul, Komain, 2009.
"Economic Forces and the Thai Stock Market, 1993-2007,"
45582, University Library of Munich, Germany.
- Jiranyakul, Komain, 2009. "Economic Forces and the Thai Stock Market, 1993-2007," MPRA Paper 57368, University Library of Munich, Germany.
- Filis, George, 2010. "Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?," Energy Economics, Elsevier, vol. 32(4), pages 877-886, July.
- Laura Cueppers & Dieter Smeets, 2015. "How Do Oil Price Changes Affect German Stock Returns?," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 321-334.
- Nnaemeka Vincent Emodi & Kyung-Jin Boo, 2015. "Sustainable Energy Development in Nigeria: Overcoming Energy Poverty," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 580-597.
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