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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach

Lookup NU author(s): Dr Anastasios Evgenidis

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Publication metadata

Author(s): Evgenidis A, Tsaganos A, Siriopoulos C

Publication type: Article

Publication status: Published

Journal: Research in International Business and Finance

Year: 2017

Volume: 39

Issue: Part A

Pages: 267-279

Print publication date: 01/01/2017

Online publication date: 10/08/2016

Acceptance date: 08/08/2016

ISSN (print): 0275-5319

ISSN (electronic): 1878-3384

Publisher: Elsevier

URL: https://doi.org/10.1016/j.ribaf.2016.08.002

DOI: 10.1016/j.ribaf.2016.08.002


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