Connect VFCI to the yield curve

VFCI / vfciBusinessCycles

Research project exploring the relationship between financial conditions and business cycles.

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Connect VFCI to the yield curve #44

Open matdehaven opened 8 months ago

matdehaven commented 8 months ago

Thought that the yield curve is known to predict recessions (business cycles) well. Connect that intuition to the VFCI, which captures the information in the yield curve and more.