Does the Term Structure Predict Recessions? The International Evidence

International Journal of Finance and Economics

Volumn 3, Issue 3, 1998, Pages 195-215

  Bernard, Henri ^a   Gerlach, Stefan ^a,b  

^a BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

^b CEPR   (United Kingdom)

Author keywords

Monetary policy; Probit regressions; Term structure of interest rates

Indexed keywords

EID: 0000397817     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199807)3:3<195::AID-IJFE81>3.0.CO;2-M     Document Type: Article

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