Can commodity returns forecast Canadian sector stock returns?
Using a wide range of commodities, we provide some evidence that commodity returns can
forecast eight Canadian sector equity returns out-of-sample. In particular, there is some …
forecast eight Canadian sector equity returns out-of-sample. In particular, there is some …
Stock returns forecasting with metals: sentiment vs. fundamentals
Using six prominent metal commodities, we provide evidence on the out-of-sample
forecasting of stock returns for the market indices of the G7 countries, for which there is little …
forecasting of stock returns for the market indices of the G7 countries, for which there is little …