The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries

The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries

The yield curve is an important tool to assess the economic progress of a country. In this study, we examine the strength of the relationship between term spread and economic activity, and between the components of the yield curve and economic activity in the G7 countries using monthly data on yield...

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Bibliographic Details
Main Authors: Ronald Ravinesh Kumar, Peter Josef Stauvermann, Hang Thi Thu Vu
Format: Article
Language:English
Published: MDPI AG 2021-02-01
Series:Journal of Risk and Financial Management
Subjects:
term spread
economic activity
G7 countries
yield curve
regression analysis
Online Access:https://www.mdpi.com/1911-8074/14/2/62

Internet

https://www.mdpi.com/1911-8074/14/2/62

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