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Non-linear predictability in stock and bond returns: when and where is it exploitable?
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David
;
Ono, …
-
Federal Reserve Bank of St. Louis
-
2009
,j,h ,diff M 1 ,M 2 t+i,j,h ). Note that the square of the estimate can be negative. When this rare
event
arises, as Diebold and …
Persistent link: https://www.econbiz.de/10005352830
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