The trading profitability of forecasts of the gilt-equity yield ratio

B-Tier

Journal: International Journal of Forecasting

Year: 2001

Volume: 17

Issue: 1

Pages: 11-29

Authors (2)

Brooks, Chris (University of Reading) Persand, Gita (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count