Investigating time-variation in the marginal predictive power of the yield spread
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Determinants of yield spread dynamics: Euro versus US dollar corporate bonds
An analysis of the yield spread as a predictor of inflation in Brazil: Evidence from a wavelets approach
The predictive power of the yield spread in timing the stock market
The role of country, regional and global market risks in the dynamics of Latin American yield spreads
Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?
Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach
Investigating the Presence of Long Memory in DJIM Index Yield Spreads
Predicting severe simultaneous recessions using yield spreads as leading indicators
A yield spread perspective on the great financial crisis: Break-point test evidence ☆
How did the financial crisis alter the correlations of U.S. yield spreads?
Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective
An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
Testing for a break in the persistence in yield spreads of EMU government bonds
Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries