Analyzing time-varying tail dependence between leveraged loan and debt markets in the US economy
Aviral Kumar Tiwari, Nader Trabelsi, Emmanuel Joel Aikins Abakah, Chi-Chuan Lee
| Year of publication: |
2024
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Trabelsi, Nader ; Abakah, Emmanuel Joel Aikins ; Lee, Chi-Chuan |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 24.2024, 2, p. 236-252
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| Subject: | dynamic connectedness | fixed income securities | leveraged loans | quantile analysis | treasury bonds | TVP-VAR | Anleihe | Bond | USA | United States | Öffentliche Anleihe | Public bond | Kapitalstruktur | Capital structure | Kredit | Credit | Fremdkapital | Debt financing | Rentenmarkt | Bond market | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12441 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014575524