A new take on the relationship between interest rates and credit spreads
Year of publication: |
2024
|
---|---|
Authors: | Dupoyet, Brice ; Jiang, Xiaoquan ; Zhang, Qianying |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 5, p. 520-536
|
Subject: | credit spreads | identification through heteroskedasticity | Interest rates | simultaneity | Zinsstruktur | Yield curve | Zins | Interest rate | Theorie | Theory | Kreditrisiko | Credit risk | Öffentliche Anleihe | Public bond | Unternehmensanleihe | Corporate bond | Geldpolitik | Monetary policy |
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