The impact of monetary policy on corporate bonds under regime shifts
Massimo Guidolin, Alexei G. Orlov, Manuela Pedio
| Year of publication: |
July 2017
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|---|---|
| Authors: | Guidolin, Massimo ; Orlov, Alexei G. ; Pedio, Manuela |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 80.2017, p. 176-202
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| Subject: | Unconventional monetary policy | Corporate bonds | Term structure of treasury yields | Impulse response functions | Markov switching vector autoregressions | Geldpolitik | Monetary policy | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Schätzung | Estimation | Markov-Kette | Markov chain | Öffentliche Anleihe | Public bond | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment | Staatspapier | Government securities | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011816268