RePEcEconometrics & Forecasting
Term Spread Volatility as a Leading Indicator of Economic Activity
Treasury yield curve slope volatility forecasts industrial production and employment growth at medium and long horizons, outperforming term spread alone after the 2008 crisis.
Featured in No. 134 on 9 Oct 2026 · 4 days after release
- Released
- 5 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:hal:journl:hal-05740995
- Authors
- Anastasios Megaritis et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).