Macro variables and international stock return predictability

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

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalInternational Journal of Forecasting
Volume21
Issue number1
Pages (from-to)137-166
Number of pages29
ISSN0169-2070
Publication statusPublished - 2005

Cite this

Rapach, David E. ; Wohar, Mark E. ; Rangvid, Jesper. / Macro variables and international stock return predictability. In: International Journal of Forecasting. 2005 ; Vol. 21, No. 1. pp. 137-166.
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year = "2005",
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journal = "International Journal of Forecasting",
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Macro variables and international stock return predictability. / Rapach, David E.; Wohar, Mark E.; Rangvid, Jesper.

In: International Journal of Forecasting, Vol. 21, No. 1, 2005, p. 137-166.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Macro variables and international stock return predictability

AU - Rapach, David E.

AU - Wohar, Mark E.

AU - Rangvid, Jesper

PY - 2005

Y1 - 2005

KW - Makroøkonomi

KW - Konjunkturbevægelser

KW - Nationaløkonomi

KW - Aktieinvestering

KW - Afkast

KW - Aktiekurser

M3 - Journal article

VL - 21

SP - 137

EP - 166

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 1

ER -