Academic literature on the topic 'Yield Curve Inversion'
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Journal articles on the topic "Yield Curve Inversion"
Ackermann, Hans D., Leroy W. Pankratz, and Danny Dansereau. "Resolution of ambiguities of seismic refraction traveltime curves." GEOPHYSICS 51, no. 2 (February 1986): 223–35. http://dx.doi.org/10.1190/1.1442082.
Full textBenenson, Olga. "Application of the Yield Curve Inversion Indicator to Determine the Current Phase of the Stock Market." European Journal of Management Issues 30, no. 4 (December 1, 2022): 235–42. http://dx.doi.org/10.15421/192221.
Full textHabermann, M., M. Truffer, and D. Maxwell. "Changing basal conditions during the speed-up of Jakobshavn Isbræ, Greenland." Cryosphere Discussions 7, no. 3 (June 1, 2013): 2153–90. http://dx.doi.org/10.5194/tcd-7-2153-2013.
Full textZou, Tianyuan, and Jing Zhang. "A New Fluorescence Quantum Yield Efficiency Retrieval Method to Simulate Chlorophyll Fluorescence under Natural Conditions." Remote Sensing 12, no. 24 (December 11, 2020): 4053. http://dx.doi.org/10.3390/rs12244053.
Full textCapehart, T. W., and Y.-T. Cheng. "Determining constitutive models from conical indentation: Sensitivity analysis." Journal of Materials Research 18, no. 4 (April 2003): 827–32. http://dx.doi.org/10.1557/jmr.2003.0113.
Full textHabermann, M., M. Truffer, and D. Maxwell. "Changing basal conditions during the speed-up of Jakobshavn Isbræ, Greenland." Cryosphere 7, no. 6 (November 7, 2013): 1679–92. http://dx.doi.org/10.5194/tc-7-1679-2013.
Full textKorobov, Eugene, Yulia Semernina, Alina Usmanova, and Kristina Odinokova. "Robotizing bond portfolio selection on the Russian debt market on the basis of a modified strategy of riding the yield curve." Business Informatics 15, no. 4 (December 31, 2021): 7–21. http://dx.doi.org/10.17323/2587-814x.2021.4.7.21.
Full textWang, X. Henry, and Bill Z. Yang. "Yield Curve Inversion and the Incidence of Recession: A Dynamic IS-LM Model with Term Structure of Interest Rates." International Advances in Economic Research 18, no. 2 (February 16, 2012): 177–85. http://dx.doi.org/10.1007/s11294-012-9350-7.
Full textMuinonen, K., J. Torppa, X. B. Wang, A. Cellino, and A. Penttilä. "Asteroid lightcurve inversion with Bayesian inference." Astronomy & Astrophysics 642 (October 2020): A138. http://dx.doi.org/10.1051/0004-6361/202038036.
Full textLeng, Kuangdai, Stephen King, Tim Snow, Sarah Rogers, Anders Markvardsen, Satheesh Maheswaran, and Jeyan Thiyagalingam. "Parameter inversion of a polydisperse system in small-angle scattering." Journal of Applied Crystallography 55, no. 4 (August 1, 2022): 966–77. http://dx.doi.org/10.1107/s1600576722006379.
Full textDissertations / Theses on the topic "Yield Curve Inversion"
GRASSO, ADRIANA. "Essays in macroeconomics and finance." Doctoral thesis, Luiss Guido Carli, 2017. http://hdl.handle.net/11385/201130.
Full textNATOLI, FILIPPO. "Equilibrium interest rates and the anchoring of inflation expectations." Doctoral thesis, Luiss Guido Carli, 2017. http://hdl.handle.net/11385/201131.
Full textChen, HUI-TU, and 陳蕙瑜. "The relations between the yield curves inversion and the economic growth." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/34968934926584151553.
Full text國立高雄第一科技大學
金融營運所
95
The overall economy change is complexities and tedious. Because it is close correlated with the capital market operation, hence the financial circles and the academia all diligently make their efforts on its analysis and discussion. The study is using an autoregressive model AR (4) combined with the dummy variable to predict the economic reverse point when the inverted slope is present. The closing prices of the each month of final transaction date including the two-years, ten-years and thirty-years American government bond from January 1996 to July 2006 total 127 months time series data were used in this study. The economical growth rate was transformed from the real GDP quarter data to the month data by the way of the industrial production index weighting. The results are shown as follows: All models show that the correlation between the yield curve spread and economic growth is significantly negative in time lag of five periods when the slope is negative. But the independent variable R2 appears significantly positive correlation in time lag of one period. In other words, the GDP growth rate is positively correlated with the yield curve spread in the next month after negative slope to present. This result is not accord with our expectation. It is possible because the flat yield curve lose predictive susceptibility. Therefore, the economic growth rate does not oppose to the yield curve spread in the presence of regression coefficient during the slope is negative. In summary, using the parameters of the interest rate of long-term and short term bonds to judge the economic growth rate is best.
Book chapters on the topic "Yield Curve Inversion"
Puspa Rahman, Maya. "Has the Yield Curve Accurately Predicted the Malaysian Economy in the Previous Two Decades?" In Banking and Finance. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.92214.
Full textBjörk, Tomas. "Martingale Models for the Short Rate." In Arbitrage Theory in Continuous Time, 280–95. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198851615.003.0021.
Full textConference papers on the topic "Yield Curve Inversion"
Fullerton, Anne M., Thomas C. Fu, David A. Drazen, and Don C. Walker. "Analysis Methods for Vessel Generated Spray." In ASME 2010 3rd Joint US-European Fluids Engineering Summer Meeting collocated with 8th International Conference on Nanochannels, Microchannels, and Minichannels. ASMEDC, 2010. http://dx.doi.org/10.1115/fedsm-icnmm2010-31313.
Full textWardaya, P. "Imaging of Subsurface Velocity Structure on Volcanic Area of South East Java: An Application of Passive Seismic Ambient Noise Tomography for Sub-Volcanic Hydrocarbon Exploration." In Indonesian Petroleum Association 44th Annual Convention and Exhibition. Indonesian Petroleum Association, 2021. http://dx.doi.org/10.29118/ipa21-g-294.
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