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Credit risk in the euro area
Gilchrist, Simon; Mojon, Benoît - In: The economic journal : the journal of the Royal … 128 (2018) 608, pp. 118-158
Persistent link: https://www.econbiz.de/10011951239
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US monetary policy and international bond markets
Gilchrist, Simon; Yue, Vivian Z.; Zakrajšek, Egon - 2018
This paper uses high-frequency data to analyze the effects of US monetary policy--during the conventional and unconventional policy regimes--on foreign government bonds markets in advanced and emerging market economies. The results indicate that an expansionary US monetary policy steepens the...
Persistent link: https://www.econbiz.de/10011927015
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The impact of the Federal Reserve's large-scale asset purchase programs on corporate credit risk
Gilchrist, Simon; Zakrajšek, Egon - 2013
Persistent link: https://www.econbiz.de/10010431724
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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
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The impact of the Federal Reserve's Large-Scale Asset Purchase Programs on corporate credit risk
Gilchrist, Simon; Zakrajšek, Egon - 2013
Persistent link: https://www.econbiz.de/10009790265
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Credit spreads and business cycle fluctuations
Gilchrist, Simon; Zakrajšek, Egon - In: The American economic review 102 (2012) 4, pp. 1692-1720
Persistent link: https://www.econbiz.de/10009706464
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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.; … - 2012
Persistent link: https://www.econbiz.de/10009715491
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Credit supply shocks and economic activity in a financial accelerator model
Gilchrist, Simon; Zakrajšek, Egon - In: Rethinking the financial crisis, (pp. 37-72). 2012
Persistent link: https://www.econbiz.de/10009741004
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Credit risk in the euro area
Gilchrist, Simon; Mojon, Benoît - 2014
Persistent link: https://www.econbiz.de/10010356911
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The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk
Gilchrist, Simon; Zakrajšek, Egon - In: Journal of money, credit and banking : JMCB 45 (2013), pp. 29-57
Persistent link: https://www.econbiz.de/10010344557