Yield curves and international equity returns
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References listed on IDEAS
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- Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2014.
"The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market,"
International Review of Economics & Finance,
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- Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017. "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers 201755, University of Pretoria, Department of Economics.
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