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Stock return predictability : is it there?
Ang, Andrew, (2001)
International stock return predictability under model uncertainty
Schrimpf, Andreas, (2010)
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim, (2011)
Nonlinear predictability of stock market returns : evidence from nonparametric and threshold models
McMillan, David G., (2001)
Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G., (2009)
Are share prices still too high?