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....

Full description

Saved in:
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
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items