✦ LIBER ✦

Uncertainty and the yield curve

✍ Scribed by J.F. Hackworth

Book ID: 116421763
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 310 KB
Volume: 98
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2007.05.002

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Yield Curve and Macroeconomic Dynami

The Yield Curve and Macroeconomic Dynamics

✍ Peter Hördahl; Oreste Tristani; David Vestin 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 517 KB

Asymmetric monetary policy and the yield

Asymmetric monetary policy and the yield curve

✍ Vineer Bhansali; Matthew P. Dorsten; Mark B. Wise 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 391 KB

Forecasting recessions using the yield c

Forecasting recessions using the yield curve

✍ Marcelle Chauvet; Simon Potter 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 452 KB

We compare forecasts of recessions using four different specifications of the probit model: a time invariant conditionally independent version; a business cycle specific conditionally independent model; a time invariant probit with autocorrelated errors; and a business cycle specific probit with aut

Regime switching in the yield curve

✍ Charlotte Christiansen 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 195 KB

## Abstract The article investigates the effect of interest‐rate variance on the shape of the yield curve with the use of a bivariate two‐state Markov switching model for the short‐rate changes and the yield curve slope. The two states are characterized by the variance of the short‐rate changes: lo

Two Factors Along the Yield Curve

✍ Fangxiong Gong; Eli M. Remolona 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 282 KB

DURATION MOMENTS AND YIELD CURVE MOVEMEN

DURATION MOMENTS AND YIELD CURVE MOVEMENTS

✍ J.S.H. Kornbluth; G.R. Salkin 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 715 KB