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
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.uantwerpen.be/images/uantwerpen/contai ... 1998-008%20(361).pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ant:sesowp:1998008

Access Statistics for this paper

More papers in SESO Working Papers from University of Antwerp, Faculty of Business and Economics Contact information at EDIRC.
Bibliographic data for series maintained by Joeri Nys ().