Items where Author is "Smith, Simon C."

Smith, Simon C. and Bulkley, George and Leslie, David S. (2020) Equity Premium Forecasts with an Unknown Number of Structural Breaks. Journal of Financial Econometrics, 18 (1). pp. 59-94. ISSN 1479-8409

Smith, Simon C. (2017) Equity premium estimates from economic fundamentals under structural breaks. International Review of Financial Analysis, 52. pp. 49-61. ISSN 1057-5219