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Assessing the impact of demand shocks on the US term premium
Barnett, Russell; Zmitrowicz, Konrad - 2018
During and after the Great Recession of 2008-09, conventional monetary policy in the United States and many other advanced economies was constrained by the effective lower bound (ELB) on nominal interest rates. Several central banks implemented large-scale asset purchase (LSAP) programs, more...
Persistent link: https://www.econbiz.de/10011873794
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Unveiling sovereign effects in European banks CDS spreads variations
Peters, Marc; Pirotte, Hugues E. - 2014
Persistent link: https://www.econbiz.de/10010419101
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Internet searches, household sentiment and credit spreads
Byström, Hans N. E. - 2019
Persistent link: https://www.econbiz.de/10012508642
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Interest rates and credit risk
González-Aguado, Carlos; Suárez, Javier - In: Journal of money, credit and banking : JMCB 47 (2015) 2/3, pp. 445-480
Persistent link: https://www.econbiz.de/10010519147
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Greek sovereign credit market dynamics : credit default swap and bond spreads' linkages
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 268-280
Persistent link: https://www.econbiz.de/10009722093
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A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan; Peacock, Matthew; Lee, Jacky; … - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
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The impact of sovereign and credit risk on interest rate convergence in the euro area
Arnold, Ivo J. M.; Ewijk, Saskia van - 2014
Persistent link: https://www.econbiz.de/10010365642
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Economic uncertainty, disagreement, and credit markets
Buraschi, Andrea; Trojani, Fabio; Vedolin, Andrea - In: Management science : journal of the Institute for … 60 (2014) 5, pp. 1281-1296
Persistent link: https://www.econbiz.de/10010369813
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Informed bond trading, corporate yield spreads, and corporate default prediction
Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694
Persistent link: https://www.econbiz.de/10010347894
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Sovereign yields and the risk-taking channel of currency appreciation
Hofmann, Boris; Shim, Ilhyock; Shin, Hyun Song - 2016
Persistent link: https://www.econbiz.de/10011438454