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The information content of the Bond-Equity Yield Ratio: Better than a random walk?

International Journal of Forecasting, 23(2): 289--305, 2007.
Authors: Pierre Giot and Mikael Petitjean
URL: http://www.sciencedirect.com/science/article/B6V92-4NK46R4-1/1/07d0e78e7dd45890923ac16814b48a67
Tags: Valuation ratio
| URL | BibTeX  
@article{Giot2007,
title = {The information content of the Bond-Equity Yield Ratio: Better than a random walk?},
author = {Pierre Giot and Mikael Petitjean},
journal = {International Journal of Forecasting},
month = {00},
number = {2},
pages = {289--305},
url = {http://www.sciencedirect.com/science/article/B6V92-4NK46R4-1/1/07d0e78e7dd45890923ac16814b48a67},
volume = {23},
year = {2007},
keywords = {Valuation ratio }
}