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
17
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