Nguyen, Alexandre; Roberge, Mathieu - In: Studies in Economics and Finance 25 (2008) June, pp. 152-164
Purpose – The purpose of this study is to examine the pertinence of combining the positioning along the US presidential election cycle and the inversions of the yield curve as a guide for a market timing strategy on the S&P 500. These variables provide warning signals for either an abnormally...
