The information content of the Bond-Equity Yield Ratio: Better than a random walk?

Pierre Giot and Mikael Petitjean

No 1982, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2007-01-01
Note: In : International Journal of Forecasting, 23, 289-305, 2007
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Journal Article: 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)
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