Is Financial Market Volatility Informative to Predict Recessions?

It is commonly agreed that the term spread and stock returns are useful in predicting recessions. We investigate whether interest rate

Year of publication:	2003
Authors:	Valckx, N. ; Ceuster, M.J.K. de ; Annaert, J.
Institutions:	de Nederlandsche Bank

Extent:	application/pdf
Series:	DNB Staff Reports (discontinued).
Type of publication:	Book / Working Paper
Language:	English
Notes:	33 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005106776