Predicting recessions using VIX-yield curve cycles
Anne Lundgaard Hansen
| Year of publication: |
2024
|
|---|---|
| Authors: | Hansen, Anne Lundgaard |
| Subject: | Leading indicators | Probit | Recession predictability | VIX | Yield curve | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Zinsstruktur | Wirtschaftsindikator | Economic indicator | Probit-Modell | Probit model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014450279