Short-term market timing using the Bond-Equity Yield Ratio
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- Pierre Giot & Mikael Petitjean, 2009. "Short-term market timing using the bond-equity yield ratio," The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 365-384.
- GIOT, Pierre & PETITJEAN, Mikael, 2009. "Short-term market timing using the bond-equity yield ratio," CORE Discussion Papers RP 2224, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Cited by:
- Lleo, Sébastien & Ziemba, William T., 2015.
"Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world,"
International Journal of Forecasting,
Elsevier, vol. 31(2), pages 399-425.
- Lleo, Sebastien & Ziemba, Bill, 2014. "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics 60960, London School of Economics and Political Science, LSE Library.
- Qin, Duo & He, Xinhua, 2012. "Modelling the impact of aggregate financial shocks external to the Chinese economy," BOFIT Discussion Papers 25/2012, Bank of Finland, Institute for Economies in Transition.
- Georges Dionne & Pascal François & Olfa Maalaoui Chun, 2009. "Detecting Regime Shifts in Corporate Credit Spreads," Cahiers de recherche 0929, CIRPEE.
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