Work

Non-linear predictability in stock and bond returns: When and where is it exploitable?

Year: 2009

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2009.01.002

Authors: Massimo Guidolin, Stuart Hyde, David McMillan, Sadayuki Ono

Institutions: University of Manchester, Federal Reserve Bank of St. Louis, University of St Andrews, University of York

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Economic and Social Research Council

OpenAlex ID: W3124645909

FWCI: 6.764

Cites: 86

Cited by: 71

Related to: 10