Using the Yield Curve to Time the Stock Market

Financial Analysts Journal

Volumn 58, Issue 3, 2002, Pages 82-90

  Resnick, Bruce G ^a   Shoesmith, Gary L ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347372458     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v58.n3.2540     Document Type: Article

References (8)

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2. Estrella, Arturo, and Frederic S. Mishkin. 1996. "The Yield Curve as a Predictor of U.S. Recessions." Current Issues in Economics and Finance, vol. 2, no. 7 (June):1-6.
3. _. 1998. "Predicting U.S. Recessions: Financial Variables as Leading Indicators." Review of Economics and Statistics, vol. 80, no. 1 (February):45-61.
4. Fomby, Thomas B., R. Carter Hill, and Stanley R. Johnson. 1984. Advanced Econometric Methods. New York: Springer-Verlag.
5. Henriksson, Roy D. 1984. "Market Timing and Mutual Fund Performance: An Empirical Investigation." Journal of Business, vol. 57, no. 1 (January):73-96.
6. Henriksson, Roy D., and Robert C. Merton. 1981. "On Market Timing and Investment Performance II. Statistical Procedures for Evaluating Forecasting Skills." Journal of Business, vol. 54, no. 4 (October):513-533.
7. Merton, Robert C. 1981. "On Market Timing and Investment Performance I. An Equilibrium Theory of Value for Market Forecasts." Journal of Business, vol. 54, no. 3 (July):363-406.
8. Siegel, Jeremy J. 1998. Stocks for the Long Run. 2nd ed. New York: McGraw-Hill.