International stock return predictability: Is the role of U.S. time-varying?-Reference-Cited by-同舟云学术

International stock return predictability: Is the role of U.S. time-varying?

Published:2015-12-31 Issue:1 Volume:44 Page:121-146
ISSN:0340-8744
Container-title:Empirica
language:en
Short-container-title:Empirica

Author:

Aye Goodness C.,Balcilar Mehmet,Gupta Rangan

Publisher

Springer Science and Business Media LLC

Subject

Development,Geography, Planning and Development

Link

http://link.springer.com/content/pdf/10.1007/s10663-015-9313-3.pdf

Reference38 articles.

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3. Aye GC, Deale FW, Gupta R (forthcoming) Does debt ceiling and government shutdown help in forecasting the US equity risk premium? Panoeconomicus

4. Bai J, Perron P (2003) Computation and analysis of multiple structural change models. J Appl Econom 18(1):1–22

5. Balcilar M, Ozdemir ZA (2013) The export-output growth nexus in Japan: a bootstrap rolling window approach. Empir Econ 44:639–660

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