| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7366441 | Journal of International Money and Finance | 2013 | 12 Pages |
Abstract
⺠The paper studies severe simultaneous recessions in six countries. ⺠The indicator for severe simultaneous recessions is modeled in probit models. ⺠The lagged yield spread is an important explanatory variable. ⺠Decreasing yield spreads are leading indicators. ⺠US and German yield spreads act as leading indicators.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Charlotte Christiansen,