Common Predictable Components in Regional Stock Markets
- 1 January 1997
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 15 (1) , 35
- https://doi.org/10.2307/1392071
Abstract
This article employs recently developed multivariate methods to study the predictability of international stock-market returns. We find evidence of significant ...Keywords
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