The information content of the gilt-equity yield ratio

Manchester School

Volumn 66, Issue 1 SUPPL. 1, 1998, Pages 89-101

  Levin, Eric J ^a   Wright, Robert E ^a  

^a UNIVERSITY OF STIRLING   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0006023642     PISSN: 14636786     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9957.66.s.5     Document Type: Article

References (13)

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3. Clare, A. D., Thomas, S. H. and Wickens, M. R. (1994). 'Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns?', Economic Journal, Vol. 104, pp. 303-315.
4. Epstein, G. (1995). 'Dodgy Indicator: Gap between Yields on Stocks and Bonds Sends Some Odd Signals to Investors', Barron's, 27 March, pp. 12-13.
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9. Hoare Govett (1991). 'UK Market Prospects for the Year Ahead', in Equity Market Strategy, London, Hoare Govett.
10. Levin, E. J. and Wright, R. E. (1996). 'Predicting Equity Prices', Discussion Paper 96/13, Department of Economics, University of Stirling.
11. London Stock Exchange (various years). Stock Exchange Quarterly with Quality of Markets Review, London, London Stock Exchange.
12. Modigliani, F. and Cohn, R. (1979). 'Inflation, Rational Evaluation and the Market', Financial Analysts Journal, Vol. 35, pp. 24-44.
13. Wyatt, E. A. (1990). 'Stock-Bond Yield Gap: What an Old Indicator is Telling Us', Barron's, 23 July, pp. 22-23.