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Macro variables and international stock return predictability

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  • Rapach, David E.
  • Wohar, Mark E.
  • Rangvid, Jesper
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  • Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper, 2005. "Macro variables and international stock return predictability," International Journal of Forecasting, Elsevier, vol. 21(1), pages 137-166.
    • Handle: RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166
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