Sticky credit spreads, macroeconomic activity and equity market volatility
Year of publication: |
2010
|
---|---|
Authors: | Li, Yan ; Steeley, James M. |
Published in: |
Finance and banking developments. - New York, NY : Nova Science Publ., ISBN 978-1-60876-329-0. - 2010, p. 43-74
|
Subject: | Kreditmarkt | Credit market | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Konjunktur | Business cycle | Börsenkurs | Share price | Volatilität | Volatility | USA | United States | 1953-2001 |
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