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Macro variables and international stock return predictability

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

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File URL: http://www.sciencedirect.com/science/article/pii/S0169-2070(04)00051-2
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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
Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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