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

Author： Volkman David A.   Laforge Olivier J.P. Maisondieu   Wohar Mark  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.22, Iss.18, 2012-09, pp. : 1491-1500

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