Discussion Paper
Updating the Recession Risk and the Excess Bond Premium
Abstract: Beginning with the publication of this Note, we will provide updated estimates of the EBP and the associated model-implied probability of a U.S. recession every month.
https://doi.org/10.17016/2380-7172.1836
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2016-10-06
Number: 2016-10-06