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Does the bond-stock earnings yield differential model predict equity market corrections better than high P/E models? (2017)

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/10.1111/fmii.12080

Publication URI: http://dx.doi.org/10.1111/fmii.12080

Type: Journal Article/Review

Parent Publication: Financial Markets, Institutions & Instruments

Issue: 2