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Ioannis A. Venetis
Information about the author Ioannis A. Venetis will soon be added to the site.
Found
2 papers
in total
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Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
2004
We analyse the nonlinear behaviour of the information content in the spread for future...
Predicting real growth and the probability of recession in the Euro area using the yield spread
2005
Although the spread has been established as a leading indicator of economic activity,...
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