Forecasting macroeconomy based on the term structure of credit spreads : evidence from China
Rongxi Zhou, Xianliang Wang and Guanqun Tong
| Year of publication: |
2013
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|---|---|
| Authors: | Zhou, Rongxi ; Wang, Xianliang ; Tong, Guanqun |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 13/15, p. 1363-1367
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| Subject: | credit spreads | macroeconomic variables | forecast | VAR model | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | China | VAR-Modell | Unternehmensanleihe | Corporate bond | Wirtschaftsprognose | Economic forecast | Risikoprämie | Risk premium | Frühindikator | Leading indicator |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010203468