Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries
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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 ☆
Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach
Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?
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
An analysis of the yield spread as a predictor of inflation in Brazil: Evidence from a wavelets approach
Investigating time-variation in the marginal predictive power of the yield spread
Determinants of yield spread dynamics: Euro versus US dollar corporate bonds
Predicting real growth and the probability of recession in the Euro area using the yield spread
The determinants of mortgage yield spread differentials: Securitization
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach
Testing for asymmetry in the link between the yield spread and output in the G-7 countries