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Predictable stock returns in the United States and Japan : a study of long-term capital market integration

Campbell, John Y.; Hamao, Yasushi - 1989

Persistent link: https://www.econbiz.de/10000780012

Predictable bond and stock returns in the United States and Japan : a study of long-term capital market integration

Campbell, John Y.; Hamao, Yasushi - 1988

Persistent link: https://www.econbiz.de/10000133036

Saving, investment, and rate of return in the US and Japan, and international capital

1992

Persistent link: https://www.econbiz.de/10000143052

Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998

Persistent link: https://www.econbiz.de/10000682409

An international examination of affine term structure models and the expectations hypothesis

Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005

Persistent link: https://www.econbiz.de/10003726386

International stock return predictability under model uncertainty

Schrimpf, Andreas (contributor) - 2008

This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...

Persistent link: https://www.econbiz.de/10003728591