Sökning: "Dimitrij Nakovski"

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

    Kandidat-uppsats, Umeå universitet/Nationalekonomi

    Författare :Dimitrij Nakovski; Daniel Soume; [2019]
    Nyckelord :;

    Sammanfattning : 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 curve analysis and specifically, the effects of practical computational issues. LÄS MER