The term structure of interest rates has been a relatively reliable predictor of recessions in the past. The term structure in the United States has been negatively sloped since the middle of 2023.
The VIX index isn't the only forward implied volatility index. There are other indexes of different time frames ranging from 9 days to 1 year. They are called VIX9D, VIX3M, VIX6M, VIX1Y. Because of ...
In this article a new methodology for estimating the term structure of interest rates is developed. Using polynomial splines, a reliable approximation to term structure may depend crucially upon ...
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