Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors
Ricardo M. Sousa, Andrew Vivian, Mark E. Wohar
| Year of publication: |
January 2016
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|---|---|
| Authors: | Sousa, Ricardo M. ; Vivian, Andrew ; Wohar, Mark E. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 41.2016, p. 122-143
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| Subject: | Return forecasting | BRICS countries | Macro variables | Macro-financial variables | US/global variables | Emerging markets | BRICS-Staaten | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Volatilität | Volatility | Prognose | Forecast | Wirtschaftsprognose | Economic forecast | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624662