Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world》.pdfVIP
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- 2015-11-22 发布于河南
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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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