Leading Indicator Information in UK Equity Prices: An Assessment of Economic Tracking Portfolios

Preprint

1 January 2001

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.274986

Abstract

An economic tracking portfolio (ETP) is a portfolio of financial assets whose returns are correlated with some macroeconomic variable of interest. Specifically,

Keywords

All Related Versions

Version 1, 2001-01-01, RePEc (Unconfirmed version)

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