Does the bond-stock earnings yield differential model predict equity market corrections better than high P/E models?
Sébastien Lleo, William T. Ziemba
| Year of publication: |
2017
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|---|---|
| Authors: | Lleo, Sébastien ; Ziemba, William T. |
| Published in: |
Financial markets, institutions & instruments. - Boston, Mass. [u.a.] : Wiley-Blackwell, ISSN 0963-8008, ZDB-ID 1122275-X. - Vol. 26.2017, 2, p. 61-123
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| Subject: | stock market crashes | bond-stock earnings yield mode | Fed model | price-earnings-ratio | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011713610