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The credit spread and U.S. business cycles

Lee, Junsang; Otsu, Keisuke - In: Korea and the world economy 18 (2017) 1, pp. 63-92

Persistent link: https://www.econbiz.de/10011657687

The role of credit in predicting US recessions

Ponka, Harri - In: Journal of forecasting 36 (2017) 5, pp. 469-482

Persistent link: https://www.econbiz.de/10011860598

Panel Data Models with Unobserved Multiple Time-Varying Effects to Estimate Risk Premium of Corporate Bonds

Bada, Oualid; Kneip, Alois - 2010

We use a panel cointegration model with multiple time- varying individual effects to control for the enigmatic missing factors in the credit spread puzzle. Our model specification enables as to capture the unobserved dynamics of the systematic risk premia in the bond market. In order to estimate...

Persistent link: https://www.econbiz.de/10010293375

A comparison of long bond yields in the United Kingdom, the United States, and Germany

Brooke, Martin; Clare, Andrew D.; Lekkos, Ilias - In: Quarterly bulletin / Bank of England 40 (2000) 2, pp. 150-158

Persistent link: https://www.econbiz.de/10001510026

Factors affecting the yields on noninvestment grade bond indices : a cointegration analysis

Barnhill, Theodore M.; Joutz, Frederick L.; Maxwell, … - In: Journal of empirical finance 7 (2000) 1, pp. 57-86

Persistent link: https://www.econbiz.de/10001511699

The impact of bank failures on local bank pricing decisions

Hendrickson, Jill M. - In: The quarterly review of economics and finance : journal … 40 (2000) 3, pp. 401-416

Persistent link: https://www.econbiz.de/10001511749

Yield and inflation differentials between Canada and the United States

Fung, Ben Siu-cheong; Remolona, Eli M. - In: Information in financial asset prices : proceedings of …, (pp. 93-127). 1999

Persistent link: https://www.econbiz.de/10001516639

The term structure of very short-term rates : new evidence for the expectations hypothesis

Longstaff, Francis A. - In: Journal of financial economics 58 (2000) 3, pp. 397-415

Persistent link: https://www.econbiz.de/10001517953

Term structure views of monetary policy under alternative models of agent expectations

Kozicki, Sharon; Tinsley, Peter A. - In: Journal of economic dynamics & control 25 (2001) 1/2, pp. 149-184

Persistent link: https://www.econbiz.de/10001518180

Inversion des taux d'intérêt et politique monétaire : une analyse comparative ; Etats-Unis - Allemagne - France

Labidi, Moez - In: Cahiers du GRATICE (1994) 1, pp. 57-81

Persistent link: https://www.econbiz.de/10001518853