The US zero-coupon yield spread as a predictor of excess daily stock market volatility. / Li, Matthew C.

In: Applied Financial Economics, Vol. 24, No. 13, 2014, p. 889-906.

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)889-906
JournalApplied Financial Economics
Issue number13
Publication statusPublished - 2014
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 24490341