Open AccessCredit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets
Author(s) -
Simon Gilchrist,
Vladimir Yankov,
Egon Zakrajšek
Publication year - 2009
Language(s) - English
Resource type - Reports
DOI - 10.3386/w14863
Subject(s) - bond , corporate bond , bond market , economics , monetary economics , predictive power , credit risk , equity (law) , vector autoregression , bond valuation , financial economics , interest rate , finance , philosophy , epistemology , political science , law
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