Characterizing Predictable Components in Excess Returns on Equity andForeign Exchange Markets

Authors
GEERT BEKAERT ROBERT J. HODRICK
Citation
GEERT BEKAERT et ROBERT J. HODRICK, Characterizing Predictable Components in Excess Returns on Equity andForeign Exchange Markets, The Journal of finance, 47(02), 1992, pp. 467
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
02
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:02<467:CPCIER>2.0.ZU;2-U