Downturns and changes in the yield slope
Year of publication: |
2024
|
---|---|
Authors: | Abbritti, Mirko ; Equiza, Juan ; Moreno, Antonio ; Trani, Tommaso |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 3, p. 673-701
|
Subject: | economic activity | monetary policy | over-optimism | predictive power | recessions | risk-neutral spread | term premium | yield slope | Geldpolitik | Monetary policy | Konjunktur | Business cycle | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Frühindikator | Leading indicator | Kapitaleinkommen | Capital income |
-
Do yield curve inversions predict recessions in the euro area?
Sabes, David, (2023)
-
Do Eurozone yield spreads predict recessions?
Schock, Matthias, (2014)
-
Do stock market trading activities forecast recessions?
Chatterjee, Ujjal K., (2016)
- More ...
-
Downturns and Changes in the Yield Slope
Abbritti, Mirko, (2018)
-
Global Factors in the Term Structure of Interest Rates
Abbritti, Mirko, (2013)
-
Equiza, Juan,
- More ...