An explanation of yield spread’s ability to predict economic activity: A regime switching model

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Cite this

@article{ccce8f64dfb24dff9733b093335de022,

title = "An explanation of yield spread{\textquoteright}s ability to predict economic activity: A regime switching model",

author = "Anastasios Evgenidis and Costas Siriopoulos",

year = "2016",

month = aug,

day = "8",

language = "English",

volume = "43",

journal = "Journal of Economic Studies",

issn = "0144-3585",

publisher = "Emerald Publishing",

number = "3",

}