Towards an asymmetric long run equilibrium between stock...

Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach

Evgenidis, Anastasios, Tsagkanos, Athanasios, Siriopoulos, Costas
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Volume:
39
Language:
english
Journal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2016.08.002
Date:
January, 2017
File:
PDF, 644 KB
english, 2017
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