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On modelling and forecasting predictable components in European stock markets
Kiani, Khurshid M. - In: Computational economics 48 (2016) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10011712528
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Predictability, non-normality, volatility and stability in emerging Asian markets
Kiani, Khurshid M. - In: Malaysian journal of economic studies 44 (2007) 2, pp. 67-94
Persistent link: https://www.econbiz.de/10003941786
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Stock returns predictability in transition economies
Kiani, Khurshid M. - In: Transition studies review 14 (2007) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10003484992
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No Predictable Components in G7 Stock Returns
Bidarkota, Prasad V. - 2011
We search for time-varying predictable components in monthly excess stock index returns over the risk free rates in the G7 countries. The predictable components provide an estimate of the expected excess returns. Our unobserved components model improves on Conrad and Kaul (1988) by taking into...
Persistent link: https://www.econbiz.de/10013119256