Do macroeconomic factors help in predicting international equity risk premia? : Testing the out-of-sample accuracy of linear and nonlinear forecasts
Vincent Dropsy
Year of publication: |
1996
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Authors: | Dropsy, Vincent |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 11075557. - Vol. 12.1996, 3, p. 120-132
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