๐”– Bobbio Scriptorium
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Capital Structure, Macroeconomic Variables & Stock Returns. Evidence from Greece

โœ Scribed by Panayiotis G. Artikis; Georgia Nifora

Book ID
106569561
Publisher
Springer US
Year
2011
Tongue
English
Weight
179 KB
Volume
18
Category
Article
ISSN
1083-0898

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โœ Robert Sollis ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 82 KB

Tests of forecast encompassing are used to evaluate one-step-ahead forecasts of S&P Composite index returns and volatility. It is found that forecasts over the 1990s made from models that include macroeconomic variables tend to be encompassed by those made from a benchmark model which does not inclu