The bond-stock earnings yield model for stock market crash prediction: the basic idea and early applications (2016)

First Author: Lleo S

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/21649502.2015.1165893

Publication URI: http://dx.doi.org/10.1080/21649502.2015.1165893

Type: Journal Article/Review

Parent Publication: Quantitative Finance Letters

Issue: 1