The information content of the Bond-Equity Yield Ratio: Better than a random walk?
Pierre Giot and
Mikael Petitjean
International Journal of Forecasting, 2007, vol. 23, issue 2, 289-305
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0169-2070(07)00036-2
Full text for ScienceDirect subscribers only
Related works:
Working Paper: The information content of the Bond-Equity Yield Ratio: Better than a random walk? (2007)
Working Paper: The information content of the Bond-Equity Yield Ratio: better than a random walk? (2006) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:23:y:2007:i:2:p:289-305
Access Statistics for this article
International Journal of Forecasting is currently edited by R. J. Hyndman
More articles in International Journal of Forecasting from Elsevier
Bibliographic data for series maintained by Catherine Liu ().