Title of article
Macro variables and international stock return predictability
Author/Authors
David E. Rapach، نويسنده , , Mark E. Wohar، نويسنده , , Jesper Rangvid، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
30
From page
137
To page
166
Keywords
Return predictability , Macroeconomic variables , Out-of-sample forecasts , General-to-specific model selection , Data mining
Journal title
International Journal of Forecasting
Serial Year
2005
Journal title
International Journal of Forecasting
Record number
179137
Link To Document