The information content of interest rate and stock market volatility for predicting business cycles in probit models
| Year of publication: |
1998-07
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|---|---|
| Authors: | ANNAERT, Jan ; DE CEUSTER, Marc ; VALCKX, Nico |
| Institutions: | Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen |
| Subject: | Business cycles | Stock market volatility | Interest rate volatility | Probit model |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 25 pages |
| Classification: | C25 - Discrete Regression and Qualitative Choice Models ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy |
| Source: |
Persistent link: https://www.econbiz.de/10010793724