Non-linear predictability in stock and bond returns: When and where is it exploitable?
Year of publication: |
2008
|
---|---|
Authors: | Guidolin, Massimo ; Hyde, Stuart ; McMillan, David ; Ono, Sadayuki |
Publisher: |
Manchester : The University of Manchester, Manchester Business School |
Subject: | Prognoseverfahren | Ökonometrisches Modell | Aktie | Anleihe | Kapitalertrag | Regression | G-7-Staaten | non-linearities | regime switching | threshold predictive regressions | forecasting | predictability in financial returns |
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo, (2009)
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo, (2008)
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo, (2008)
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Non-Linear Predictability in Stock and Bond Returns:When and Where Is It Exploitable?
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Non-linear predictability in stock and bond returns: When and where is it exploitable?
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