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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

International stock return predictability under model uncertainty

Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282

Persistent link: https://www.econbiz.de/10009239675

Instability in long run relationships : evidence from the Central European emerging stock markets

Voronkova, Svitlana - 2003

Persistent link: https://www.econbiz.de/10001776254

Venture capitalist participation and the performance of IPO firms : empirical evidence from France, Germany, and the UK

Rindermann, Georg - 2004

Persistent link: https://www.econbiz.de/10001851197

Stock return predictability : is it there?

Ang, Andrew; Bekaert, Geert - In: The review of financial studies 20 (2007) 3, pp. 651-707

Persistent link: https://www.econbiz.de/10003554618

Stock return predictability and variance risk premia : statistical inference and international evidence

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011

Persistent link: https://www.econbiz.de/10009406434

Stock return predictability and variance risk premia : statistical inference and international evidence

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661

Persistent link: https://www.econbiz.de/10010487089

Stock return predictability : is it there?

Ang, Andrew; Bekaert, Geert - 2001

Persistent link: https://www.econbiz.de/10001569416

European stock market dependencies when price changes are unusually large

Schich, Sebastian T. - In: Applied financial economics 14 (2004) 3, pp. 165-177

Persistent link: https://www.econbiz.de/10001915455

Dependencies between European stock markets when price changes are unusually large

Schich, Sebastian T. - 2002

data on stock market indices for Germany, the United Kingdom, France, the Netherlands and Italy from 1973 to 2001 … pair considered. For example, stock markets in the Netherlands and France are more closely and those in the United Kingdom …

Persistent link: https://www.econbiz.de/10001667434

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