Macroeconomic variables and South African stock return predictability
Rangan Gupta; Mampho P. Modise
| Year of publication: |
2013
|
|---|---|
| Authors: | Gupta, Rangan ; Modise, Mampho P. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 612-622
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| Subject: | Stock return predictability | Macro variables | In-sample tests | Out-of-sample tests | Data mining | General-to-specific model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Südafrika | South Africa | Schätzung | Estimation | Data Mining | Großbritannien | United Kingdom | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009708826