@article{a7de7ebfdd634c8c8392f3347ffc673b,
title = "Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach",
keywords = "Threshold cointegration, Time-varying causality, Uncertainty, Yield spread",
author = "Anastasios Evgenidis and Athanasios Tsagkanos and Costas Siriopoulos",
note = "Publisher Copyright: {\textcopyright} 2016 Elsevier B.V.",
year = "2017",
month = jan,
day = "1",
doi = "10.1016/j.ribaf.2016.08.002",
language = "English",
volume = "39",
pages = "267--279",
journal = "Research in International Business and Finance",
issn = "0275-5319",
publisher = "Elsevier B.V.",
}