Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach
- Creator: Bahrami, Afsaneh , Shamsuddin, Abul , Uylangco, Katherine
- Resource Type: journal article
- Date: 2019
Out-of-sample stock return predictability in emerging markets
- Creator: Bahrami, Afsaneh , Shamsuddin, Abul , Uylangco, Katherine
- Resource Type: journal article
- Date: 2018
Return predictability of emerging stock markets using combination forecast and regime switching models
- Creator: Bahrami, Afsaneh
- Resource Type: thesis
- Date: 2017