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    威廉希尔双周论坛系列通知(第60期)
    发布日期:2016/03/08 点击量:


    时间:2016/03/1410:00-12:00

    地点:威廉希尔一楼院史馆

    主讲人:Boriss Siliverstovs

    主讲题目:International Stock Return Predictability: On the Role of the United States in Bad and Good Times

    主讲人介绍:Boriss Siliverstovs 现为瑞士联邦技术研究所下之经济研究部门资深研究员,研究领域为经济预测。

    内容摘要: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 10industrialised countries.


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