Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world》.pdfVIP

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Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world》.pdf

International Journal of Forecasting 31 (2015) 399–425 Contents lists available at ScienceDirect International Journal of Forecasting journal homepage: /locate/ijforecast Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world Sébastien Lleo a,∗, William T. Ziemba b,c a Finance Department and Value and Persuasion Research Pole, NEOMA Business School

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