مرکز منطقه ای اطلاع رساني علوم و فناوري - The information content of the Bond–Equity Yield Ratio: Better than a random walk?

Title of article :

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

Author/Authors :

Pierre Giot، نويسنده , , Mikael Petitjean، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

289

To page :

305

Keywords :

reversion , Valuation ratio , random walk , cointegration , Predictive ability

Journal title :

International Journal of Forecasting

Serial Year :

2007

Journal title :

International Journal of Forecasting

Record number :

179273

Link To Document :