UPSpace Home
→
Economic and Management Sciences
→
Browsing Economic and Management Sciences by Subject

Browsing Economic and Management Sciences by Subject "Yield curve changes"

Now showing items 1-1 of 1

The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over 250 years of data

Gupta, Rangan; Risse, Marian; Volkman, David A.; Wohar, Mark E. (Elsevier, 2019-01)

Given the existence of nonlinear relationship between equity premium and term spread, as well as pattern changes and the interaction of pattern changes with the term-spread and changes in the shape of the yield curve, we ...

Now showing items 1-1 of 1

Search UPSpace

Browse

All of UPSpace
This Community
- Issue Date
- Authors
- Titles
- Subjects
- Supervisor
- UP Author
- UP Postgraduate
- Type

My Account

UPSpace Workspace