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Short-term market timing using the Bond-Equity Yield Ratio
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Document type | Article de périodique (Journal article) |
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Access type | Accès libre |
Publication date | 2009 |
Language | Anglais |
Journal information | "European Journal of Finance" - Vol. 15, no. 4, p. 365-384 (Juin 2009) |
Peer reviewed | yes |
Publisher | Taylor & Francis |
issn | 1351-847X |
Publication status | Publié |
Affiliations |
Louvain School of Management
- Accounting & Finance FUCaM - Sciences de gestion FUNDP - ECO_CeReFIM (Centre de recherche en finance) UCL - EUEN/CORE - Center for operations research and econometrics |
Keywords | Valuation ratio ; Switching ; Regime ; Market timing |
Links |
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Bibliographic reference | Petitjean, Mikael ; Giot, Pierre. Short-term market timing using the Bond-Equity Yield Ratio. In: European Journal of Finance, Vol. 15, no. 4, p. 365-384 (Juin 2009) |
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Permanent URL | http://hdl.handle.net/2078/28927 |