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The information content of interest rate and stock market volatility for predicting business cycles in probit models

Jan Annaert, Marc de Ceuster and Nico Valckx ()

SESO Working Papers from University of Antwerp, Faculty of Business and Economics

Keywords: Business cycles; Stock market volatility; Interest rate volatility; Probit model (search for similar items in EconPapers)
JEL-codes: C25 E32 E44 (search for similar items in EconPapers)
Pages: 25 pages
Date: 1998-07
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Persistent link: https://EconPapers.repec.org/RePEc:ant:sesowp:1998008

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