The information content of interest rate and stock market volatility for predicting business cycles in probit models
Year of publication: |
1998-07
|
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Authors: | ANNAERT, Jan ; DE CEUSTER, Marc ; VALCKX, Nico |
Institutions: | Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen |
Subject: | Business cycles | Stock market volatility | Interest rate volatility | Probit model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 25 pages |
Classification: | C25 - Discrete Regression and Qualitative Choice Models ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy |
Source: |
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Financial market volatility: informative in predicting recessions
Annaert, Jan, (2001)
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Financial market volatility: Informative in predicting recessions
Annaert, Jan, (2001)
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Is Financial Market Volatility Informative to Predict Recessions?
Valckx, Nico, (2003)
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VAN OVERFELT, Wouter, (2007)
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Are extreme returns priced in the stock market? European evidence
ANNAERT, Jan, (2012)
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Moment condition failure Australian evidence
DE CEUSTER, Marc, (2001)
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