The yield curve and its forecasting potential : A review of empirical literature

This paper demonstrates an overview of the empirical literature from the 1960s and onward as to why yield curve inversions are a leading recession forecasting indicator for the two to four-quarter forecasting horizon. This approach establishes a research framework within the delimitations of yield c...

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Bibliographic Details
Main Authors: Nakovski, Dimitrij, Soume, Daniel
Format: Others
Language:English
Published: Umeå universitet, Nationalekonomi 2019
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-161004