Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors

Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors

© 2015 Elsevier Inc. We are among the first to provide evidence for the BRICS countries on the predictability of stock returns using macroeconomic, macro-financial and US/global variables and find that there is predictability for all the countries. We consider both in-sample and out-of-sample tests....

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Bibliographic Details
Main Authors: Ricardo M. Sousa, Andrew Vivian, Mark Wohar
Format: Default Article
Published: 2015
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Return forecasting
BRICS countries
Macro variables
Macro-financial variables
US/global variables
Emerging markets
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/21582
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https://hdl.handle.net/2134/21582

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