The term spread as a predictor for recessions: empirical evidence on the Italian case
Bongiovanni, Nicolò (A.A. 2019/2020) The term spread as a predictor for recessions: empirical evidence on the Italian case. Tesi di Laurea in Quantitative methods for management, Luiss Guido Carli, relatore Marco Pirra, pp. 86. [Master's Degree Thesis]
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Abstract/Index
The yield curve. Fundamentals. Theories behind its shape. Italian scenario. Literature review. Past results. Methodology. Research question. Data collection. The analysis: the probit model. Results. Predicting an economic crisis. Predicting a recession. Predicting a recession with other indicators. Discussion. Interpretation of the results.
References
Bibliografia: pp. 53-56.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
| Outstanding Thesis: | Department of Business and Management |
| Chair: | Quantitative methods for management |
| Thesis Supervisor: | Pirra, Marco |
| Thesis Co-Supervisor: | Porchia, Paolo |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 28 Apr 2021 10:47 |
| Last Modified: | 29 Apr 2021 09:15 |
| URI: | https://tesi.luiss.it/id/eprint/29240 |
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