TY  - RPRT
AU  - Fernandez-Perez, Adrian
AU  - Fernández-Rodríguez, Fernando
AU  - Sosvilla Rivero, Simón Javier
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41484
AB  - We present a model to forecast the probability of bear markets in the Spanish IBEX 35 with a congruent and concise parameterization which selects the explanatory factors from a wide set of variables like the yield curve of Spain, US and Europe, as...
LA  - eng
KW  - Term structure of interest rates
KW  - Stock returns
KW  - Trading strategies.
TI  - The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
TY  - technical report
VL  - 2013
ER  -