Buncic, Daniel; Gisler, Katja I. M. - School of Economics and Political Science, Universität … - 2015
Rapach et al. (2013) have recently shown that U.S. equity market returns carry valuable information to improve return forecasts in a large cross-section of international equity markets. In this study, we extend the work of Rapach et al. (2013) and examine if U.S. based equity market information...