• Title of article

    The trading profitability of forecasts of the gilt–equity yield ratio

  • Author/Authors

    Chris Brooks، نويسنده , , Gita Persand، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    19
  • From page
    11
  • To page
    29
  • Keywords
    forecasting , Regime model , Trading rule , Equity and bond returns , Markov switching , GEYR
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2001
  • Journal title
    International Journal of Forecasting
  • Record number

    178879