The information content of lagged equity and bond yields

Economics Letters

Volumn 68, Issue 2, 2000, Pages 179-184

  Harris, Richard D F ^a   Sánchez Valle, René ^a  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

Author keywords

Equity dividend yield; Equity return predictability; G10; G14; Gilt equity yield ratio; Long bond yield

Indexed keywords

EID: 0042780829     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(00)00234-2     Document Type: Article

References (5)

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4. Harris R.D.F., Sánchez-Valle R. The gilt-equity yield ratio and the predictability of UK and US stock returns. Journal of Business Finance and Accounting. 2000;. In press.
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