Journal of Management and Business Review
Vol 18, No 2 (2021): Special Issue Konferensi Nasional Riset Manajemen XI, 2021

Discourses of Inverted Yield Curve and the Reaction on US Stock Markets

Rofi, M Akhsanur (Unknown)



Article Info

Publish Date
30 Jun 2021

Abstract

An outlook model to predict future economic growth is crucially important for government, financial institution, corporate, investor, as well as household. An inverted yield curve has been trusted for long time as a prediction for economic recession. But current development showed that there is change in IYC pattern that might be because of the new normal of market condition, anxious investor, or something else, hence it created the discourse among market stakeholder whether it remain a reliable prediction model or not. The research will focus on discourse among important economic stakeholders in US market and how they might impact on stock market rationally or irrationally using discourses network analysis, graph analysis, and t-Test analysis. The result confirmed that there is a different pattern on IYC, also there is a short-term correlation between IYC and stock price movement, confirmed the information theory.

Copyrights © 2021






Journal Info

Abbrev

jmbr

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

Journal of Management and Business Review (JMBR) is a source of scientific information for academia, research institution, government agencies, and industries. We publish research paper on management and business strategy as well as related ...