Recession prediction using yield curve and stock market liquidity deviation measures
Year of publication: |
2015
|
---|---|
Authors: | Erdogan, Oral ; Bennett, Paul ; Ozyildirim, Cenktan |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 19.2015, 1, p. 407-422
|
Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Aktienmarkt | Stock market | USA | United States | 1959-2011 |
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