Search Results for author: Kyu Ho Kang

Found 1 papers, 0 papers with code

Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach

no code implementations23 Jan 2021 Jaehyuk Choi, Desheng Ge, Kyu Ho Kang, Sungbin Sohn

The literature on using yield curves to forecast recessions customarily uses 10-year--three-month Treasury yield spread without verification on the pair selection.

BIG-bench Machine Learning

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