Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults (Q433370)
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scientific article; zbMATH DE number 6055933
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| English | Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults |
scientific article; zbMATH DE number 6055933 |
Statements
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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0.7351396083831787
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0.734763503074646
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0.7246261239051819
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0.7230749130249023
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0.7193405628204346
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