Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults (Q433370): Difference between revisions
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Revision as of 02:39, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults |
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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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