What Does the Yield Curve Tell Us about GDP Growth?-Reference-Cited by-同舟云学术

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What Does the Yield Curve Tell Us about GDP Growth?

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ang Andrew,Piazzesi Monika,Wei Min

Publisher

Elsevier BV

Reference48 articles.

1. Stock Return Predictability: Is it There?

2. Regime Switches in Interest Rates;Andrew Ang;Journal of Business and Economic Statistics,2002

3. A No-Arbitrage Vectorautoregression of Term Structure Dynamics with Macroeconomic and Latent Variables;Andrew Ang;Forthcoming Journal of Monetary Economics,2002

4. The Federal Funds Rate and the Channels of Monetary Transmission;Ben S Bernanke;American Economic Review,1992

5. Does the Term Structure Predict Recessions? The International Evidence;Henri Bernard;International Journal of Finance and Economics,1998

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Yield Spread as a Symmetric Predictor of Output and Inflation;International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004);2019-04-29

2. A New Perspective on Gaussian Dynamic Term Structure Models;Review of Financial Studies;2011-01-04

3. International money and stock market contingent claims;Journal of International Money and Finance;2010-12

4. Asymmetric monetary policy and the yield curve;Journal of International Money and Finance;2009-12

5. Forecasting Economic Data with Neural Networks;Computational Economics;2006-07-05

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