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Macro factors and the affine term structure of interest rates

Wu, Tao - 2001

Persistent link: https://www.econbiz.de/10003274833

Interest rate spreads, credit constraints, and investment fluctuations : an empirical investigation

Gertler, Mark - In: Financial markets and financial crises : [presented at …, (pp. 11-31). 1991

Persistent link: https://www.econbiz.de/10001280257

Nonlinear permanent - temporary decompositions in macroeconomics and finance

Clarida, Richard H.; Taylor, Mark P. - In: The economic journal : the journal of the Royal … 113 (2003), pp. 125-139

Persistent link: https://www.econbiz.de/10001748266

The cyclical behavior of interest rates

Roma, Antonio - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1519-1542

Persistent link: https://www.econbiz.de/10001227641

Non-linearities in macroeconomics : evaluation of non-linear time series models

Galvão, Ana Beatriz C. - 2001

Persistent link: https://www.econbiz.de/10001752949

Yield Curve as a Predictor of a Recession. Evidence from the US Economy

Guirguis, Michel - 2019

In this article, we are testing the effects of an inverted Yield curve, as a result of the relationship between the short and long-term interest rates of the US Treasury with constant maturities. Our aim is to illustrate and spot cycles that created the US recession in 2008 based on Estrella and...

Persistent link: https://www.econbiz.de/10012894989