Predicting recessions using VIX–yield curve cycles

Author:

Hansen Anne LundgaardORCID

Publisher

Elsevier BV

Subject

Business and International Management

Reference31 articles.

1. Predicting output using the entire yield curve;Abdymomunov;Journal of Macroeconomics,2013

2. Measuring economic policy uncertainty;Baker;Quarterly Journal of Economics,2016

3. Bauer, M. D., & Mertens, T. M. (2018). Economic forecasts with the yield curve. In Research from federal reserve bank of san francisco economic letter.

4. Risk, uncertainty and monetary policy;Bekaert;Journal of Monetary Economics,2013

5. Benzoni, L., Chyruk, O., & Kelley, D. (2018). Why does the yield-curve slope predict recessions?: Federal reserve bank of chicago working paper, (WP 2018-15).

Cited by 1 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. Forecasting VIX using Bayesian deep learning;International Journal of Data Science and Analytics;2024-06-14

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