An international dynamic asset pricing model - Hodrick, Robert J.; Ng, Dvid Tat-Chee.; Sengmueller, Paul. (Cambridge National Bureau of Economic Research, 1999)
Keywords: Rate of return -- Group of Seven countries -- Econometric models; Stocks -- Prices -- Group of Seven countries -- Econometric models; Stock price forecasting -- Group of Seven countries -- Econometric models; Capital assets pricing model