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Applied Financial Economics Volume 22, 2012 - Issue 18
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Original Articles

Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns

David A. Volkman Department of Finance and Banking, College of Business, University of Nebraska at Omaha, Omaha, NE 68182, USACorrespondence[email protected]
,
Olivier J.P. Maisondieu Laforge Department of Finance and Banking, College of Business, University of Nebraska at Omaha, Omaha, NE 68182, USA
&
Mark Wohar Department of Economics, University of Nebraska at Omaha, Mammel Hall 332S, Omaha, NE 68182, USA
Pages 1491-1500 | Published online: 20 Apr 2012

References

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