International stock return predictability : is the role of U.S. time-varying?
Year of publication: |
2017
|
---|---|
Authors: | Aye, Goodness C. ; Balcilar, Mehmet ; Gupta, Rangan |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 44.2017, 1, p. 121-146
|
Subject: | Stock returns | Predictability | Structural breaks | Nonlinearity | Time varying causality | USA | United States | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Schätzung | Estimation | Börsenkurs | Share price |
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