Browsing Institutt for samfunnsøkonomi by Author "Lippe, Fredrik von der"

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    • Sector Correlation as a U.S Recession Predictor 

      Lippe, Fredrik von der; Hestman, Bjørn Vegard Madsen (Master thesis, 2018)
      Based on a notion proposed in Dagens Næringsliv 15th of May 2017 we test if low correlations between sector returns can predict an upcoming recession. Using sector returns from the S&P 500, with weekly and monthly observations ...