Modelling and forecasting stock returns: Exploiting the futures market, regime shifts and international spillovers

Journal of Applied Econometrics

Volumn 20, Issue 3, 2005, Pages 345-376

  Sarno, Lucio ^a,b,c   Valente, Giorgio ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b CEPR   (United Kingdom)

^c UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 20744444870     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.787     Document Type: Article

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