Does the bond-stock earnings yield differential model predict equity market corrections better than high P/E models? (2017)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1111/fmii.12080
Publication URI: http://dx.doi.org/10.1111/fmii.12080
Type: Journal Article/Review
Parent Publication: Financial Markets, Institutions & Instruments
Issue: 2