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2. How Oil Prices Impact the Indonesian and South Korean Economies: Evidence from the stock market. (2024). Thorbecke, Willem.
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3. World ESG performance and economic activity. (2024). Sakkas, Athanasios ; Angelidis, Timotheos ; Michairinas, Athanasios.
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4. Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chatelais, Nicolas ; Chinn, Menzie.
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5. Macroeconomic Shocks and Economic Performance in Malaysia: A sectoral analysis. (2023). Thorbecke, Willem.
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   RePEc:eti:dpaper:23070.

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6. Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chatelais, Nicolas ; Chinn, Menzie D.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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7. Do financial markets predict macroeconomic performance? US evidence from risk‐based measures. (2023). McMillan, David G.
   In: Manchester School.
   RePEc:bla:manchs:v:91:y:2023:i:5:p:439-466.

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8. Moments of cross‐sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg.
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   RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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9. Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chatelais, Nicolas ; Chinn, Menzie.
   In: Working papers.
   RePEc:bfr:banfra:903.

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1. Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash. (2024). Malladi, Rama K.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10333-8.

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2. Do financial markets predict macroeconomic performance? US evidence from risk‐based measures. (2023). McMillan, David G.
   In: Manchester School.
   RePEc:bla:manchs:v:91:y:2023:i:5:p:439-466.

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3. Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin.
   In: Post-Print.
   RePEc:hal:journl:hal-03740235.

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4. Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin.
   In: The Quarterly Review of Economics and Finance.
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5. Predicting GDP growth with stock and bond markets: Do they contain different information?. (2021). McMillan, David G.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3651-3675.

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6. When and why do stock and bond markets predict US economic growth?. (2021). McMillan, David G.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:80:y:2021:i:c:p:331-343.

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7. Probit based time series models in recession forecasting – A survey with an empirical illustration for Finland. (2020). Nissila, Wilma.
   In: BoF Economics Review.
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8. Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Lajaunie, Quentin ; Hasse, Jean-Baptiste.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-02549044.

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9. Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Lajaunie, Quentin ; Hasse, Jean-Baptiste.
   In: AMSE Working Papers.
   RePEc:aim:wpaimx:2013.

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10. Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries. (2019). Kuosmanen, Petri ; Vataja, Juuso.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:71:y:2019:i:c:p:211-222.

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11. Term Structure of Interest Rates under Zero or Low Bound: The Recent Japanese Case. (2016). Kurihara, Yutaka.
    In: Economy.
    RePEc:aoj:econom:2016:p:19-23.

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12. Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates. (2014). Stehlikova, Beata.
    In: Papers.
    RePEc:arx:papers:1410.6321.

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13. Time series non-linearity in the real growth / recession-term spread relationship. (2013). Zhang, Dalu ; Moffatt, Peter.
    In: University of East Anglia Applied and Financial Economics Working Paper Series.
    RePEc:uea:aepppr:2012_47.

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14. Predicting severe simultaneous recessions using yield spreads as leading indicators. (2013). Christiansen, Charlotte.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:1032-1043.

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15. The determinants of increasing equity market comovement: economic or financial integration?. (2010). Baele, Lieven ; Soriano, Pilar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:146:y:2010:i:3:p:573-589.

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16. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area. (2009). Billio, Monica ; Ferrara, Laurent ; Mazzi, Gian Luigi ; Guegan, Dominique.
    In: Post-Print.
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17. Can the term spread predict output growth and recessions? a survey of the literature. (2009). Wohar, Mark ; Wheelock, David.
    In: Review.
    RePEc:fip:fedlrv:y:2009:i:sep:p:419-440:n:v.91no.5.

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18. Changes in the informational content of term spreads: Is monetary policy becoming less effective?. (2008). Gómez Biscarri, Javier ; Gomez-Biscarri, Javier.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:60:y:2008:i:5:p:415-435.

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19. Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?. (2007). Gomez, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0507.

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20. Does the Yield Spread Predict Recessions in the Euro Area?. (2005). Moneta, Fabio.
    In: International Finance.
    RePEc:bla:intfin:v:8:y:2005:i:2:p:263-301.

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21. Bank Risk Strategies and Cyclical Variation in Bank Stock Returns. (2004). Vander Vennet, Rudi ; Baele, Lieven ; Landschoot, Van A..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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22. Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a. (2003). Gómez Biscarri, Javier ; Galar, Esther Fernandez.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0403.

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