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Sticky credit spreads, macroec...
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1
Sticky credit spreads, macroeconomic activity and equity market
volatility
Li, Yan
;
Steeley, James M.
- In:
Consumer issues in global economics, finance and business
,
(pp. 179-210)
.
2011
Persistent link: https://www.econbiz.de/10009427419
Saved in:
2
Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Hollander, Hylton
;
Liu, Guangling
- In:
Journal of banking & finance
67
(
2016
),
pp. 37-52
Persistent link: https://www.econbiz.de/10011634640
Saved in:
3
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
4
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
Saved in:
5
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
-
2014
Persistent link: https://www.econbiz.de/10010440778
Saved in:
6
Are credit spreads and interest rates co-integrated? : empirical analysis in the USD corporate bond market
Pape, Ulrich
;
Schlecker, Matthias
-
2007
Persistent link: https://www.econbiz.de/10003497349
Saved in:
7
News, credit spreads and default costs : an expectations-driven interpretation of the recent boom-bust cycle in the US
Gunn, Christopher M.
;
Johri, Alok
-
2012
Persistent link: https://www.econbiz.de/10009573515
Saved in:
8
Money, credit, monetary policy and the business cycle in the euro area
Giannone, Domenico
;
Lenza, Michele
;
Reichlin, Lucrezia
-
2012
Persistent link: https://www.econbiz.de/10009558108
Saved in:
9
Essays in dynamic macroeconomics
Margaritov, Emil
-
2011
Persistent link: https://www.econbiz.de/10009540045
Saved in:
10
Market-based default rate forecasting
Sterling, Karen
;
Fridson, Martin
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 99-106
Persistent link: https://www.econbiz.de/10008652146
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