Macro variables and international stock return predictability

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

Research output: Contribution to journalJournal articleResearchpeer-review

LanguageEnglish
JournalInternational Journal of Forecasting
Volume21
Issue number1
Pages137-166
Number of pages29
ISSN0169-2070
StatePublished - 2005

Keywords

    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
    @article{533cb340ddf311db84f6000ea68e967b,
    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",
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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

    T2 - International Journal of Forecasting

    JF - International Journal of Forecasting

    SN - 0169-2070

    IS - 1

    ER -