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Does the macroeconomy predict UK asset returns in an nonlinear fashion? Comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, … - 2010
non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth …
Persistent link: https://www.econbiz.de/10010285857
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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010
Persistent link: https://www.econbiz.de/10008668600
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Does the macroeconomy predict UK asset returns in an nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010
non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth …
Persistent link: https://www.econbiz.de/10008990694
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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535
Persistent link: https://www.econbiz.de/10010474888