The trading profitability of forecasts of the gilt-equity yield ratio

International Journal of Forecasting

Volumn 17, Issue 1, 2001, Pages 11-29

  Brooks, Chris ^a   Persand, Gita ^a  

^a UNIVERSITY OF READING   (United Kingdom)

Author keywords

Equity and bond returns; Forecasting; GEYR; Markov switching; Regime model; Trading rule

Indexed keywords

EID: 0006025588     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(00)00060-1     Document Type: Article

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