Predicting severe simultaneous recessions using yield spreads as leading indicators
Year of publication: |
2013
|
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Authors: | Christiansen, Charlotte |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 32.2013, C, p. 1032-1043
|
Publisher: |
Elsevier |
Subject: | Business cycle | Recessions | Yield spread | Probit model |
Type of publication: | Article |
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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: |
-
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators
Christiansen, Charlotte, (2011)
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Predicting Simultaneous Severe Recessions Using Yield Spreads as Leading Indicators
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