Open AccessRecession Prediction Using Yield Curve and Stock Market Liquidity Deviation Measures
Author(s) -
Oral Erdoğan,
Paul B. Bennett,
Cenktan Ozyildirim
Publication year - 2014
Publication title -
european finance review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1573-692X
pISSN - 1382-6662
DOI - 10.1093/rof/rft060
Subject(s) - market liquidity , recession , yield curve , economics , stock market , econometrics , probit model , stock (firearms) , standard deviation , financial economics , monetary economics , interest rate , statistics , mathematics , macroeconomics , horse , biology , engineering , mechanical engineering , paleontology
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