The explanatory power of the yield curve in predicting recessions in South Africa

Journal article

Open access

T.A. Mohapi and I. Botha

2015

Handle:

https://hdl.handle.net/10210/13930

Abstract

Recessions - Forecasting

Yield curves

Term structures

Probit models

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Title: The explanatory power of the yield curve in predicting recessions in South Africa
Creators - without role: T.A. Mohapi
I. Botha
Identifiers: 9913409007691
Academic Unit: University of Johannesburg; Department of Finance and Investment
Resource Type: Journal article