cycles and to predicting recessions. Applying an effective algorithm, I classify the Treasury yield curve into distinct … recessions, the median-short yield spread trumps the long-short spread for horizons up to 17 months ahead and the yield curve … shape is nearly impressive as the median-short spread. Overall, the yield curve shape is an informative but more succinct …

coherent inference procedure that detects a jump in the yield spread only if at least one of the two underlying bonds displays … to overestimate the number of jumps in yield spreads and puts the coherence of test results at risk. We formalize the …

Does Indian sovereign yield volatility reflect economic fundamentals, or whether it is a self-generated force flowing … dynamics and measures the persistence of shocks to the sovereign bond yield volatility in India from 1 January 2016, to 18 May … yield volatility. For a positive γ, the results suggest the possibility of a "leverage effect" that is markedly different …

This paper seeks to analyse the impact of government debt and other macroeconomic variables on the long term bond yield …-regressive distributed lag (ARDL) technique to estimate the determinants of the long-term bond yield. Our results show that the short …-term interest rate is the major determinant of the long term yield in both the short-run and long-run. Government debt and the US …

This paper analyzes whether there exists a relationship between the slope of the yield curve and future economic …. For this purpose, we estimate a threshold model in which the relationship between the yield spread and economic activity … certain threshold. The main results indicate that the slope of the yield curve seems to anticipate the behavior of economic …

factors influence their yield. The goal of the research is to investigate the relationship between macroeconomic factors and … the yield of government bonds. We use regression models on a dataset of 22 countries with post-industrial economics for … between the yield of government bonds and gold. Moreover, we indicate a positive association between the yield of government …