Predicting US recessions with stock market illiquidity
Shiu-Sheng Chen, Yu-Hsi Chou and Chia-Yi Yen
| Year of publication: |
2016
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|---|---|
| Authors: | Chen, Shiu-sheng ; Chou, Yu-Hsi ; Yen, Chia-Yi |
| Published in: |
The B.E. journal of macroeconomics. - Berlin : De Gruyter, ISSN 1935-1690, ZDB-ID 2266677-1. - Vol. 16.2016, 1, p. 93-123
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| Subject: | probit model | recession | stock market illiquidity | Aktienmarkt | Stock market | USA | United States | Konjunktur | Business cycle | Probit-Modell | Probit model | Marktliquidität | Market liquidity | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Liquidität | Liquidity | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/bejm-2015-0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011508569