Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa-Reference-Cited by-同舟云学术

Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa

Published:2021-12-16 Issue: Volume: Page:1-17
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Salisu Afees A.¹²^ORCID,Gupta Rangan²^ORCID

Affiliation:

1. Centre for Econometric and Allied Research, University of Ibadan, Ibadan, Nigeria

2. Department of Economics, University of Pretoria, Hatfield, South Africa

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2021.2007878

Reference68 articles.

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2. Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty

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

4. Does the SARB respond to oil price movements? Historical evidence from the frequency domain

5. House price, stock price and consumption in South Africa: A structural var approach

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