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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach

Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2011

Persistent link: https://www.econbiz.de/10008839764

Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach

Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2012

Persistent link: https://www.econbiz.de/10009715491

Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach

Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - In: The review of economics and statistics 95 (2013) 5, pp. 1501-1519

Persistent link: https://www.econbiz.de/10010350179

The total costs of corporate borrowing in the loan market : don’t ignore the fees

Berg, Tobias; Saunders, Anthony; Steffen, Sascha - 2016

evidence that: (1) fees are used to price options embedded in loan contracts such as the draw-down option for credit lines and … the cancellation option in term loans; and (2) fees are used to screen borrowers about the likelihood of exercising these …

Persistent link: https://www.econbiz.de/10011436292

The total costs of corporate borrowing in the loan market : don't ignore the fees

Berg, Tobias; Saunders, Anthony; Steffen, Sascha - 2015

evidence that: (1) fees are used to Price options embedded in loan contracts such as the draw-down option for credit lines and … the cancellation option in term loans; and (2) fees are used to screen borrowers about the likelihood of exercising these …

Persistent link: https://www.econbiz.de/10010480935

An analysis and critique of the BIS proposal on capital adequacy and ratings

Altman, Edward I.; Saunders, Anthony - 2000

Persistent link: https://www.econbiz.de/10001463936

An analysis and critique of the BIS proposal on capital adequacy and ratings

Altman, Edward I.; Saunders, Anthony - In: Journal of banking & finance 25 (2001) 1, pp. 25-46

Persistent link: https://www.econbiz.de/10001546233

Credit risk assessment and relationship lending : special issue

Altman, Edward I. (contributor); … - In: Journal of banking & finance 22 (1998) 10, pp. 1231-1480

Persistent link: https://www.econbiz.de/10001250857

Credit Spreads as Predictors of Real-Time Economic Activity : A Bayesian Model-Averaging Approach

Faust, Jon - 2011

-time measures of economic activity. Importantly, the predictor set includes option-adjusted credit spread indexes based on bond …

Persistent link: https://www.econbiz.de/10013130981

Credit Spreads as Predictors of Real-Time Economic Activity : A Bayesian Model-Averaging Approach

Faust, Jon - 2013

Employing a large number of financial indicators, we use Bayesian Model Averaging (BMA) to forecast real-time measures of economic activity. The indicators include credit spreads based on portfolios -- constructed directly from the secondary market prices of outstanding bonds -- sorted by...

Persistent link: https://www.econbiz.de/10013088925