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Credit spreads with jump risks and stationary leverage ratio
Kim, Hwa-sung - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10009315272
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Financial regulation policy uncertainty and credit spreads in the US
Nodari, Gabriela - In: Journal of macroeconomics 41 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010514753
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Credit spreads and state-dependent volatility : theory and empirical evidence
Perrakis, Stylianos; Zhong, Rui - In: Journal of banking & finance 55 (2015), pp. 215-231
Persistent link: https://www.econbiz.de/10011379076
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Corporate yield spreads and real interest rates
Batten, Jonathan A.; Jacoby, Gady; Liao, Rose C. - In: International review of financial analysis 34 (2014), pp. 89-100
Persistent link: https://www.econbiz.de/10010528471
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Empirical analysis of credit spread changes of US corporate bonds
Loncarski, Igor; Szilágyi, Péter G. - In: International review of financial analysis 24 (2012), pp. 12-19
Persistent link: https://www.econbiz.de/10009688187
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Sovereign credit spreads
Uhrig-Homburg, Marliese - In: Journal of banking & finance 37 (2013) 11, pp. 4117-4225
Persistent link: https://www.econbiz.de/10010245592
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Bond market response to the collapse of prominent investment banks
Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10010197661
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Forecasting macroeconomy based on the term structure of credit spreads : evidence from China
Zhou, Rongxi; Wang, Xianliang; Tong, Guanqun - In: Applied economics letters 20 (2013) 13/15, pp. 1363-1367
Persistent link: https://www.econbiz.de/10010203468
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Time variation in U.S. monetary policy and credit spreads
Huang, Yu-Fan - In: Journal of macroeconomics 43 (2015), pp. 205-215
Persistent link: https://www.econbiz.de/10011507071
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Corporate social responsibility and credit spreads : an empirical study in Chinese context
Zhou, Hong; Guoping Li; Lin, Wanfa - In: Annals of economics and finance 17 (2016) 1, pp. 79-103
Persistent link: https://www.econbiz.de/10011538711