Leading indicator information in UK equity prices: an assessment of economic tracking portfolios
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Cited by:
- Burkhard Raunig, 2007. "Are economic tracking portfolios useful for forecasting output and inflation in Austria?," Applied Financial Economics, Taylor & Francis Journals, vol. 17(13), pages 1043-1049.
- Junttila, Juha, 2007.
"Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States,"
Review of Financial Economics, Elsevier, vol. 16(2), pages 149-175.
- Juha Junttila, 2007. "Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States," Review of Financial Economics, John Wiley & Sons, vol. 16(2), pages 149-175.
- Bruno, Salvatore & Chincarini, Ludwig, 2010. "A historical examination of optimal real return portfolios for non-US investors," Review of Financial Economics, Elsevier, vol. 19(4), pages 161-178, October.
- Junttila, Juha & Kinnunen, Heli, 2004. "The performance of economic tracking portfolios in an IT-intensive stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 601-623, September.
- Salvatore Bruno & Ludwig Chincarini, 2010. "A historical examination of optimal real return portfolios for non‐US investors," Review of Financial Economics, John Wiley & Sons, vol. 19(4), pages 161-178, October.
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This paper has been announced in the following NEP Reports:- NEP-EEC-2001-10-01 (European Economics)
- NEP-FMK-2001-10-01 (Financial Markets)
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