Yield curve inversions: predicting recessions and investigating contemporary economic trends A comparative analysis of historical and recent yield curve inversions
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2024
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Bachelor
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11 - Student thesis
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Hochschule für Wirtschaft FHNW
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Brugg-Windisch
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Schweizer Bank, Zürich
Abstract
Comprehensive literature has emerged since the 1980s supporting the assumption that the yield curve is a reliable predictor of recessions by showing
that (i) every U.S. recession after World War II followed after the yield curve inverted and (ii) the yield curve is a leading indicator since it calls recessions up to 18 months before they occur (Sabes & Sahuc, 2023). Currently, the U.S. economy isn’t showing any economic downturn contractions, although the 10-
year yields have been consistently lower than two-year yields since the inversion in early July 2022.
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English
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Yes
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Citation
Cimino, D., & Brunner, C. (2024). Yield curve inversions: predicting recessions and investigating contemporary economic trends A comparative analysis of historical and recent yield curve inversions [Hochschule für Wirtschaft FHNW]. https://irf.fhnw.ch/handle/11654/48959