Predictability in international stock returns using currency fluctuations and forward rate forecasts
Jiexin Wang, Xue Han, Emily J. Huang, Chris Yost-Bremm
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Jiexin ; Han, Xue ; Huang, Emily J. ; Yost-Bremm, Chris |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-21
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| Subject: | International finance | Currency markets | Stock return predictability | Forecasting exchange rates | International stock markets | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Japan | Welt | World | Devisenmarkt | Foreign exchange market | Internationaler Finanzmarkt | International financial market | Prognose | Forecast | Aktienmarkt | Stock market | Großbritannien | United Kingdom | Deutschland | Germany | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656847