Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Year of publication: |
2014-10-20
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Authors: | Lleo, Sebastien ; Ziemba, Bill |
Institutions: | London School of Economics (LSE) |
Subject: | stock market crashes | BSEYD and Fed models | long term investing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series SRC Discussion Series, SRC Discussion Paper No 21 56 pages |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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Lleo, Sébastien, (2015)
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Rossi, Francesco, (2011)
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The time-varying impact of systematic risk factors on corporate bond spreads
Klein, Arne C., (2018)
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How to lose money in derivatives: examples from hedge funds and bank trading departments
Ziemba, Bill, (2014)
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Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
Shiryaev, Albert N., (2014)
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Lleo, Sebastien, (2014)
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