Macro variables and international stock return predictability

International Journal of Forecasting

Volumn 21, Issue 1, 2005, Pages 137-166

  Rapach, David E ^a   Wohar, Mark E ^b   Rangvid, Jesper ^c  

^a SAINT LOUIS UNIVERSITY   (United States)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

^c Department of International Economics and Management   (Denmark)

Author keywords

Data mining; General to specific model selection; Macroeconomic variables; Out of sample forecasts; Return predictability

Indexed keywords

EID: 11944266927     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2004.05.004     Document Type: Article

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