International stock return predictability: The role of U.S. uncertainty spillover
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DOI: 10.1016/j.pacfin.2023.102161
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More about this item
Keywords
U.S. uncertainty spillover; International stock markets; Return predictability; Partial Least Square;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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