The information content of lagged equity and bond yields

DOI10.1016/S0165-1765(00)00234-2zbMath0968.91010WikidataQ57943582 ScholiaQ57943582MaRDI QIDQ1575385

R. Sánchez-Valle, Richard D. F. Harris

Publication date: 21 August 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

equity dividend yieldequity return predictabilitygilt-equity yield ratiolong bond yield

Mathematics Subject Classification ID

Economics of information (91B44)

Related Items (1)

The information content of lagged equity and bond yields

Cites Work

• The information content of lagged equity and bond yields
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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