Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

Author:

BEKAERT GEERT,HODRICK ROBERT J.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference51 articles.

1. Bekaert , Geert 1991 Exchange rate volatility and deviations from unbiasedness in cash-inadvance models Working paper, Northwestern University

2. Bekaert , Geert Robert J. Hodrick 1991 On biases in the measurement of foreign exchange risk premiums, National Bureau of Economic Research Working Paper No. 3861

3. The speculative efficiency hypothesis;Bilson;Journal of Business,1981

4. Economic significance of predictable variations in stock index returns;Breen;Journal of Finance,1989

5. A variance decomposition for stock returns;Campbell;Economic Journal,1991

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