Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?

David Gordon McMillan, M Guidolin, S Hyde, S Ono

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	373-399
Journal	International Journal of Forecasting
Volume	25
Publication status	Published - 2009

Cite this

@article{83b18a7e36e84dfaae4e5eff71260440,

title = "Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?",

author = "McMillan, {David Gordon} and M Guidolin and S Hyde and S Ono",

year = "2009",

language = "English",

volume = "25",

pages = "373--399",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier",

}