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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
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Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
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Significance of risk modelling in the term structure of interest rates
Halkos, George E.; Papadamou, Stephanos T. - In: Applied financial economics 17 (2007) 1/3, pp. 237-247
Persistent link: https://www.econbiz.de/10003427069
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Time varying term premia and risk : the case of the Spanish interbank money market
Robles Fernández, M. Dolores; Flores de Frutos, Rafael - In: Applied financial economics 10 (2000) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10001526279
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The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John - In: Applied financial economics 9 (1999) 3, pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
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An examination of the information role of the yield spread and stock returns for predicting future GDP
Li, Ning; Ayling, David E.; Hodgkinson, Lynn - In: Applied financial economics 13 (2003) 8, pp. 593-597
Persistent link: https://www.econbiz.de/10001770839
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A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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Term structure and interest differentials as predictors of future inflation changes and inflation differentials
Caporale, Guglielmo Maria - In: Applied financial economics 8 (1998) 6, pp. 615-625
Persistent link: https://www.econbiz.de/10001253334
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The dynamics of bond yields and the stock index, with an application to the UK stock and bond market
Jakobsen, Jan Bo; Sørensen, Carsten - In: Applied financial economics 13 (2003) 5, pp. 387-399
Persistent link: https://www.econbiz.de/10001760630