Macro & asset pricing

Episode heterogeneity in the yield curve inversion–credit spread relationship: Evidence from six U.S. inversion episodes, 1986–2024

Boon Chuan Lim · 2026

A comparison of the yield-curve inversion and credit-spread relationship across six historical US inversion episodes.

Finance Research Open
Volume 2, issue 3 · 100140

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Lim, B. C. (2026). Episode heterogeneity in the yield curve inversion–credit spread relationship: Evidence from six U.S. inversion episodes, 1986–2024. Finance Research Open, 2(3), 100140. https://doi.org/10.1016/j.finr.2026.100140

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Public bibliographic metadata checked on 11 October 2026.