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

journal contribution

posted on 2012-04-01, 00:00 authored by Sagarika MishraSagarika Mishra, Harminder SinghHarminder Singh

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

History

Journal

Journal of asset management

Volume

13

Pagination

115 - 127

Location

London, England

ISSN

1470-8272

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

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Keywords

semi-parametri model Indian stock return macro-economic variables macroeconomics foreign exchange rates foreign investments

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