Selecting macroeconomic variables as explanatory factors of emerging stock market returns

Pacific Basin Finance Journal

Volumn 9, Issue 4, 2001, Pages 401-426

  Bilson, Christopher M ^a   Brailsford, Timothy J ^a   Hooper, Vincent J ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Emerging stock markets; G15; Macroeconomic variables; Multifactor models

Indexed keywords

EID: 0011017078     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(01)00020-8     Document Type: Article

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