The bond-stock earnings yield differential model: additional applications and other models for stock market crash prediction
نویسندگان
چکیده
منابع مشابه
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
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ژورنال
عنوان ژورنال: Quantitative Finance Letters
سال: 2016
ISSN: 2164-9502,2164-9510
DOI: 10.1080/21649502.2015.1165905