Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Year of publication: |
June 2016
|
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Authors: | Hollander, Hylton ; Liu, Guangling |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 67.2016, p. 37-52
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Subject: | Financial intermediation | Credit spread | Financial friction | Great Recession | Great Moderation | Konjunktur | Business cycle | USA | United States | Finanzkrise | Financial crisis | Zinsstruktur | Yield curve | Volatilität | Volatility | Wirtschaftskrise | Economic crisis | Finanzintermediation | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | Wirtschaftswachstum | Economic growth | Kreditrisiko | Credit risk |
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