Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
Top Cited Papers
- 1 May 2009
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 56 (4) , 471-493
- https://doi.org/10.1016/j.jmoneco.2009.03.017
Abstract
No abstract availableKeywords
All Related Versions
This publication has 37 references indexed in Scilit:
- On the Relation between the Credit Spread Puzzle and the Equity Premium PuzzleSSRN Electronic Journal, 2008
- Determining the Number of Primitive Shocks in Factor ModelsJournal of Business & Economic Statistics, 2007
- Stock Prices, News, and Economic FluctuationsAmerican Economic Review, 2006
- What does the yield curve tell us about GDP growth?Published by Elsevier ,2005
- Monetary policy in a data-rich environmentJournal of Monetary Economics, 2003
- Determining the Number of Factors in Approximate Factor ModelsEconometrica, 2002
- The Determinants of Credit Spread ChangesThe Journal of Finance, 2001
- Chapter 21 The financial accelerator in a quantitative business cycle frameworkPublished by Elsevier ,1999
- The Relation Between Treasury Yields and Corporate Bond Yield SpreadsThe Journal of Finance, 1998
- Comparing Predictive AccuracyJournal of Business & Economic Statistics, 1995