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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
-
2010
Persistent link: https://www.econbiz.de/10008668600
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Can VAR models capture regime shifts in asset returns? : A long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
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2010
Persistent link: https://www.econbiz.de/10003921737
Saved in:
3
Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
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2008
Persistent link: https://www.econbiz.de/10003741408
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