Open AccessThe Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror
Author(s) -
Eric Engström,
Steven A. Sharpe
Publication year - 2019
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2018.055r1
Subject(s) - recession , yield curve , economics , treasury , predictive power , credit spread (options) , bond , stock market , stock (firearms) , econometrics , monetary policy , monetary economics , term (time) , yield (engineering) , quantitative easing , financial economics , interest rate , macroeconomics , finance , central bank , geography , philosophy , context (archaeology) , physics , materials science , archaeology , epistemology , quantum mechanics , metallurgy