The credit spread curve distribution and economic fluctuations in Japan
Year of publication: |
2022
|
---|---|
Authors: | Okimoto, Tatsuyoshi ; Takaoka, Sumiko |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 122.2022, p. 1-21
|
Subject: | Business cycle | Corporate bond spreads | Predictive regression | Smooth transition model | Term structure | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Japan | Konjunktur | Kreditrisiko | Credit risk | Schätzung | Estimation |
-
The term structure of credit spreads and business cycle in Japan
Okimoto, Tatsuyoshi, (2017)
-
Do credit market shocks drive output fluctuations? : evidence from corporate spreads and defaults
Meeks, Roland, (2012)
-
The credit spread curve distribution and economic fluctuations in Japan
Okimoto, Tatsuyoshi, (2020)
- More ...
-
The Term Structure of Credit Spreads and Business Cycle in Japan
Okimoto, Tatsuyoshi, (2016)
-
Okimoto, Tatsuyoshi, (2020)
-
The term structure of credit spreads and business cycle in Japan
Okimoto, Tatsuyoshi, (2017)
- More ...