The bond-stock earnings yield differential model: additional applications and other models for stock market crash prediction (2016)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/21649502.2015.1165905
Publication URI: http://dx.doi.org/10.1080/21649502.2015.1165905
Type: Journal Article/Review
Parent Publication: Quantitative Finance Letters
Issue: 1