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Page 1 of 21. Cuadernos de EconomÃa Vol. 26,083-103.2003. Do interrelated financial markets help in. forecasting stock returns? Antonio GarcÃa-Ferrerl. Pilar Poncela1. M. Bujosa2. Dep. de Análisis Económicos: Ec. Cuantitativa. Universidad Autóno