The information content of the Bond-Equity Yield Ratio: Better than a random walk?

B-Tier
Journal: International Journal of Forecasting
Year: 2007
Volume: 23
Issue: 2
Pages: 289-305

Authors (2)

Giot, Pierre (Université de Namur) Petitjean, Mikael (Université Catholique de Louva...)

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

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Technical Details

RePEc Handle
repec:eee:intfor:v:23:y:2007:i:2:p:289-305
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25