Trade competitiveness and the aggregate returns in global stock markets
Year of publication: |
2023
|
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Authors: | Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam ; Umar, Zaghum |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 148.2023, p. 1-18
|
Subject: | Trade competitiveness | Real effective exchange rate | Country equity risk premium | Country stock returns | International stock markets | Asset pricing | Return predictability | The cross-section of stock returns | Kapitaleinkommen | Capital income | Welt | World | Risikoprämie | Risk premium | CAPM | Aktienmarkt | Stock market | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Internationaler Wettbewerb | International competition | Wechselkurs | Exchange rate | Börsenkurs | Share price |
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