Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland

Author:

Meichle Mario,Ranaldo Angelo,Zanetti Attilio

Publisher

Springer Science and Business Media LLC

Reference25 articles.

1. Alessandrini, F.: Do financial variables provide information about the swiss business cycle? Ph.D. thesis, University of Lausanne (2003)

2. Amihud, Y.: Illiquidity and stock returns: cross-section and time-series effects. J. Financ. Mark. 5, 31–56 (2002)

3. Cuche-Curti, N., Hall, P., Zanetti, A.: Swiss GDP revisions: a monetary policy perspective. J. Bus. Cycle Meas. Anal. 4(2), 183–213 (2008)

4. Bernanke, B.S.: On the predictive power of interest rates and interest rate spreads. New England Economic Review 51–68 (1990)

5. Bernard, H., Gerlach, S.: Does the term structure predict recession? The international evidence. Int. J. Financ. Econ. 3, 195–215 (1998)

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