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Do macro-economic variables explain stock-market returns? Evidence using a semi-parametric approach

Mishra, Sagarika and Singh, Harminder 2012, Do macro-economic variables explain stock-market returns? Evidence using a semi-parametric approach, Journal of asset management, vol. 13, no. 2, pp. 115-127, doi: 10.1057/jam.2011.11.

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Title Do macro-economic variables explain stock-market returns? Evidence using a semi-parametric approach
Author(s) Mishra, Sagarika
Singh, Harminder
Journal name Journal of asset management
Volume number 13
Issue number 2
Start page 115
End page 127
Total pages 12 p.
Publisher Palgrave Macmillan
Place of publication London, England
Publication date 2012-04
ISSN 1470-8272
Keyword(s) semi-parametri model
Indian stock return
macro-economic variables
macroeconomics
foreign exchange rates
foreign investments
Language eng
DOI 10.1057/jam.2011.11
Field of Research 150202 Financial Econometrics
Socio Economic Objective 900102 Investment Services (excl. Superannuation)
HERDC Research category C1 Refereed article in a scholarly journal
Persistent URL http://hdl.handle.net/10536/DRO/DU:30046628

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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Created: Wed, 08 Aug 2012, 09:27:21 EST by Aysun Alpyurek

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