The relation between the high-yield bond spread and the unemployment rate in the euro area
Tamás Kiss, Hoang Nguyen, Pär Österholm
| Year of publication: |
2022
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|---|---|
| Authors: | Kiss, Tamás ; Nguyen, Hoang ; Österholm, Pär |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-8
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| Subject: | Bayesian VAR | Heavy tails | Non-Gaussian error terms | Arbeitslosigkeit | Unemployment | Eurozone | Euro area | EU-Staaten | EU countries | VAR-Modell | VAR model | Zinsstruktur | Yield curve | Bayes-Statistik | Bayesian inference | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102365 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341510