Chang, Dongfeng; Mattson, Ryan S.; Tang, Biyan - In: International Journal of Financial Studies : open … 7 (2019) 2/34, pp. 1-12
The predictive power of the yield curve slope, or the yield spread is well established in the United States (US) and European Union (EU) countries since 1998. However, there exists a gap in the literature on the predictive power of the yield spread on the Chinese economy. This paper provides a...