Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults (Q433370): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.jedc.2011.11.010 / rank | |||
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| Property / cites work: The external finance premium and the macroeconomy: US post-WWII evidence / rank | |||
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Latest revision as of 11:54, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults |
scientific article |
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Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults (English)
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13 July 2012
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corporate bond spreads
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default rates
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sign restrictions
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Bayesian vector autoregression
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