Supplementary Material > Volume 115 Issue 500 (January 2005)
Volume 115 Issue 500 (January 2005)
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns
Massimo Guidolin, Allan Timmermann
The structure of the UKreturns.txt file is as follows:
Column 1 -- Date (format:MMM-YY), 1976:02 - 2000:12;
Column 2 -- Annualized dividend yield (see paper for definition);
Column 3 -- Excess Equity returns on FTSE All Share Index;
Column 4 -- Excess returns on Long-term Bonds (15-year government bonds);
Column 5 -- Annualized yield on 1-month T-bills.
To view articles published prior to 1997, please check with your librarian if your institution has access to JSTOR. RES scholars working as individuals can now access past articles via JSTOR's 'Register & Read' Initiative.
Useful Info
Sign up for Email Alerts
Get the latest information on recent issues and articles here.
Turn-around Statistics
Median turn-around less than 1 month for all submissions (3-4 months for papers sent to referees). Papers with over 6 months processing time: 6%. View journal activity.
Contact the Journal
Stephanie Seavers
Publishing Editor
Tel: 0207 291 4886
ej@ifs.org.uk