Macro variables and international stock return predictability

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

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	International Journal of Forecasting
Volume	21
Issue number	1
Pages (from-to)	137-166
Number of pages	29
ISSN	0169-2070
Publication status	Published - 2005

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title = "Macro variables and international stock return predictability",

keywords = "Makro{\o}konomi, Konjunkturbev{\ae}gelser, National{\o}konomi, Aktieinvestering, Afkast, Aktiekurser",

author = "Rapach, {David E.} and Wohar, {Mark E.} and Jesper Rangvid",

year = "2005",

language = "English",

volume = "21",

pages = "137--166",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier",

number = "1",

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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

SN - 0169-2070

VL - 21

SP - 137

EP - 166

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 1

ER -