Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/45103
Registo completo
Campo DC | Valor | Idioma |
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dc.contributor.author | Sousa, Ricardo M. | por |
dc.contributor.author | Vivian, Andrew | por |
dc.contributor.author | Wohar, Mark E. | por |
dc.date.accessioned | 2017-03-21T12:27:08Z | - |
dc.date.issued | 2016-01 | - |
dc.identifier.issn | 1059-0560 | por |
dc.identifier.uri | https://hdl.handle.net/1822/45103 | - |
dc.description.abstract | 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. The gains in predictability are primarily available one quarter ahead, but in some cases, two and four quarters ahead. | por |
dc.description.sponsorship | Sousa acknowledges that this work has been financed by Operational Programme for Competitiveness Factors — COMPETE and by National Funds through the FCT — Portuguese Foundation for Science and Technology within the remit of the project “FCOMP-01- 0124-FEDER-037268” (PEst-C/EGE/UI3182/2013). | por |
dc.description.sponsorship | Compete 2020, Portugal 2020, Feder, FCT | por |
dc.language.iso | eng | por |
dc.publisher | Elsevier 1 | por |
dc.relation | info:eu-repo/grantAgreement/FCT/COMPETE/132945/PT | por |
dc.rights | restrictedAccess | por |
dc.subject | Return forecasting | por |
dc.subject | BRICS countries | por |
dc.subject | Macro variables | por |
dc.subject | Macro-financial variables | por |
dc.subject | US/global variables | por |
dc.subject | Emerging markets | por |
dc.title | Predicting asset returns in the BRICS: the role of macroeconomic and fundamental predictors | por |
dc.type | article | por |
dc.peerreviewed | yes | por |
dc.relation.publisherversion | http://www.sciencedirect.com/science/article/pii/S1059056015001434 | por |
sdum.publicationstatus | info:eu-repo/semantics/publishedVersion | por |
oaire.citationStartPage | 122 | por |
oaire.citationEndPage | 143 | por |
oaire.citationTitle | International Review of Economics & Finance | por |
oaire.citationVolume | 41 | por |
dc.identifier.doi | 10.1016/j.iref.2015.09.001 | por |
dc.subject.fos | Ciências Sociais::Economia e Gestão | por |
dc.description.publicationversion | info:eu-repo/semantics/publishedVersion | por |
dc.subject.wos | Social Sciences | por |
sdum.journal | International Review of Economics & Finance | por |
Aparece nas coleções: | NIPE - Artigos em Revistas de Circulação Internacional com Arbitragem Científica |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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Sousa, Vivian, Wohar, 2016.pdf Acesso restrito! | 19,81 MB | Adobe PDF | Ver/Abrir |