Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence
- 期刊名称Oxford Bulletin of Economics and Statistics
- 作者Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, Sadayuki
- 卷第76卷
- 期第4期
- 印刷ISSN0305-9049
- 文件大小789.04KB
- 发表时间2014-08
- DOI10.1111/obes.12035
- 页码510-535
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