| Original language | English |
|---|---|
| Pages (from-to) | 889-906 |
| Journal | Applied Financial Economics |
| Volume | 24 |
| Issue number | 13 |
| DOIs | |
| Publication status | Published - 2014 |
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Research output: Contribution to journal › Article › peer-review