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ArticleMacro variables and international stock return predictability

David E. Rapach2004

Article2004

Macro variables and international stock return predictability

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

351 citations·0/0 files stored·International Journal of Forecasting

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Financial Markets and Investment Strategies Forecasting Techniques and Applications Stock Market Forecasting Methods

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References

1976The arbitrage theory of capital asset pricing 1973An Intertemporal Capital Asset Pricing Model 1994Comparing Predictive Accuracy 1986Economic Forces and the Stock Market 1995Comparing Predictive Accuracy 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1989Business conditions and expected returns on stocks and bonds 1977Asset returns and inflation

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2014Testing for Predictability in Conditionally Heteroskedastic Stock Returns 2008Predicting the bear stock market: Macroeconomic variables as leading indicators 2012Does the choice of estimator matter when forecasting returns?2015Stock return forecasting: Some new evidence 2015Democracy, political risks and stock market performance 2008The Continuing Puzzle of Short Horizon Exchange Rate Forecasting

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Year2004

Typearticle

Published2004-07-22

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations351

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ijforecast.2004.05.004

openalex_workW2016590704

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