International stock return predictability : is the role of U.S. time-varying?
Goodness C. Aye, Mehmet Balcilar, Rangan Gupta
| Year of publication: |
2017
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|---|---|
| Authors: | Aye, Goodness C. ; Balcilar, Mehmet ; Gupta, Rangan |
| Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 44.2017, 1, p. 121-146
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| Subject: | Stock returns | Predictability | Structural breaks | Nonlinearity | Time varying causality | USA | United States | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Strukturbruch | Structural break | Schätzung | Estimation | Börsenkurs | Share price | Japan | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-015-9313-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011741339