Work

Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world

Year: 2015

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2015.02.001

Authors: Sébastien Lleo, William T. Ziemba

Institutions: NEOMA Business School, University of British Columbia, Systemic Risk Centre, London School of Economics and Political Science

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Economic and Social Research Council

Awards: G1844061666, Systemic Risk Centre

OpenAlex ID: W2301774100

FWCI: 7.02

Cites: 33

Cited by: 24

Related to: 10