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The ability of the term spread to predict output growth, recessions, and inflation : a survey
Wohar, Mark E. - In: Liquidity, interest rates and banking, (pp. 35-56). 2009
Persistent link: https://www.econbiz.de/10008654519
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Can the term spread predict output growth and recessions? : a survey of the literature
Wheelock, David C.; Wohar, Mark E. - In: Review / Federal Reserve Bank of St. Louis 91 (2009) 5, pp. 419-440
Persistent link: https://www.econbiz.de/10003902304
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Domestic-foreign interest rate differentials : near unit roots and symmetric threshold models
Strauss, Jack; Wohar, Mark E. - In: Southern economic journal 73 (2007) 3, pp. 814-829
Persistent link: https://www.econbiz.de/10003416454
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Tests for asymmetric threshold cointegration with an application to the term structure
Wohar, Mark E.; Sollis, Robert - In: The journal of economics 33 (2007) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10003672620
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Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
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A comment on tests for asymmetric threshold cointegration with an application to the term structure : cointegration methods matter
Hegwood, Natalie; Tuttle, Markland H. - In: The journal of economics 39 (2013) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10010127272
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The conditional influence of term spread and pattern changes on future equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied economics 46 (2014) 7/9, pp. 913-923
Persistent link: https://www.econbiz.de/10010399538
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"Black Swans" before the "Black Swan" evidence from international LIBOR–OIS spreads
Olson, Eric; Miller, Scott; Wohar, Mark E. - In: Journal of international money and finance 31 (2012) 6, pp. 1339-1357
Persistent link: https://www.econbiz.de/10009680035
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Cointegration and the term structure : a multicountry comparison
Siklos, Pierre L. - In: International review of economics & finance : IREF 5 (1996) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10001206000
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The expectations theory of interest rates : cointegration and factor decomposition
Choi, Seung-mook S. - In: International journal of forecasting 11 (1995) 2, pp. 253-262
Persistent link: https://www.econbiz.de/10001190025