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dc.contributor.author
Siliverstovs, Boriss
dc.date.accessioned
2017-12-01T08:58:15Z
dc.date.available
2017-06-12T09:54:54Z
dc.date.available
2017-12-01T08:58:15Z
dc.date.issued
2016-07
dc.identifier.uri
http://hdl.handle.net/20.500.11850/118883
dc.identifier.doi
10.3929/ethz-a-010689622
dc.description.abstract
In this paper we document the asymmetric role that the U.S. stock market plays in the international predictability of excess stock returns during recession and expansion periods. Most of the positive evidence accrues during the periods of recessions in the United States. During the expansions there is only a limited evidence supporting the importance of lagged U.S. returns in predictability of stock returns in 10 industrialised countries.
en_US
dc.format
application/pdf
dc.language.iso
en
en_US
dc.publisher
KOF Swiss Economic Institute, ETH Zurich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
BÖRSENKURSE (FINANZEN)
en_US
dc.subject
RECESSION (ECONOMY, MONEY AND CURRENCY)
en_US
dc.subject
WIRTSCHAFTSLAGE
en_US
dc.subject
REZESSION (WIRTSCHAFT, GELD UND WÄHRUNG)
en_US
dc.subject
VEREINIGTE STAATEN VON AMERIKA, USA (NORDAMERIKA)
en_US
dc.subject
WIRTSCHAFTSAUFSCHWUNG + WIRTSCHAFTSERHOLUNG (KONJUNKTUR)
en_US
dc.subject
ECONOMIC SITUATION
en_US
dc.subject
STOCK EXCHANGE SHARE PRICE (FINANCE)
en_US
dc.subject
ECONOMIC RECOVERY + ECONOMIC UPSWING (MONEY AND CURRENCY)
en_US
dc.subject
UNITED STATES OF AMERICA, USA (NORTH AMERICA)
en_US
dc.title
International Stock Return Predictability: On the Role of the United States in Bad and Good Times
en_US
dc.type
Working Paper
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2016
ethz.journal.title
KOF Working Papers
ethz.journal.volume
408
en_US
ethz.size
7 p.
en_US
ethz.code.ddc
DDC - DDC::3 - Social sciences::330 - Economics
en_US
ethz.identifier.nebis
010689622
ethz.publication.place
Zürich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute
ethz.relation.isOriginalFormOf
handle/20.500.11850/165174
ethz.date.deposited
2017-06-12T09:56:48Z
ethz.source
ECOL
ethz.source
ECIT
ethz.identifier.importid
imp59366b9790c1f99791
ethz.identifier.importid
imp59365495c385712814
ethz.ecolpid
eth:49494
ethz.ecitpid
pub:180869
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
dc.relation.isnodouble
177028
*
dc.relation.isnodouble
168793
*
dc.relation.isnodouble
168857
*
dc.relation.isnodouble
120950
*
dc.relation.isnodouble
169276
*
ethz.rosetta.installDate
2017-07-20T15:21:02Z
ethz.rosetta.lastUpdated
2021-02-14T21:01:26Z
ethz.rosetta.versionExported
true
ethz.COinS
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