Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators
Year of publication: |
2011-05-31
|
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Authors: | Christiansen, Charlotte |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Business cycle | Recessions | Yield spread | Probit model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 2 pages long |
Classification: | C25 - Discrete Regression and Qualitative Choice Models ; E32 - Business Fluctuations; Cycles ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; f44 ; G15 - International Financial Markets |
Source: |
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Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte, (2013)
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Predicting Simultaneous Severe Recessions Using Yield Spreads as Leading Indicators
Christiansen, Charlotte, (2012)
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