Non-linear predictability in stock and bond returns : when and where is it exploitable?
Massimo Guidolin, Stuart Hyde, David McMillan and Sadayuki Ono
| Year of publication: |
2008
|
|---|---|
| Authors: | Guidolin, Massimo ; Hyde, Stuart ; McMillan, David G. ; Ono, Sadayuki |
| Publisher: |
St. Louis, Mo. : Federal Reserve Bank of St. Louis, Research Division |
| Subject: | Prognoseverfahren | Forecasting model | Ökonometrisches Modell | Econometric model | Aktie | Share | Anleihe | Bond | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | G7-Staaten | G7 countries | 1979-2007 |
| Extent: | Online-Ressource (72 S.) graph. Darst. |
|---|---|
| Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2008,010 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003741408