Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?
收藏NBER2022-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w30737
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资源简介:
This paper shows that foreign term spreads constructed from bond yields of non- U.S. G-7 constituents predict future U.S. recessions and that foreign term spreads are stronger predictors of U.S. recessions occurring within the next year than U.S. term spreads. U.S. and foreign term spreads are both
提供机构:
美国国家经济研究局
创建时间:
2022-12-01



