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The aggregate credit spread and the business cycle

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Author Info
Guha, Debashis
Hiris, Lorene
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Article provided by Elsevier in its journal International Review of Financial Analysis.

Volume (Year): 11 (2002)
Issue (Month): 2 ()
Pages: 219-227
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Handle: RePEc:eee:finana:v:11:y:2002:i:2:p:219-227

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  1. Johann Burgstaller, 2006. "Financial predictors of real activity and the propagation of aggregate shocks," Economics working papers 2006-16, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
  2. Siem Jan Koopman & André Lucas, 2003. "Business and Default Cycles for Credit Risk," Tinbergen Institute Discussion Papers 03-062/2, Tinbergen Institute, revised 09 Jan 2003. [Downloadable!]
    Other versions:
  3. Efrem Castelnuovo, 2003. "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics 0303002, EconWPA. [Downloadable!]
  4. Landschoot, A. van, 2003. "The term structure of credit spreads on euro corporate bonds," Discussion Paper 46, Tilburg University, Center for Economic Research. [Downloadable!]
  5. Astrid Van Landschoot, 2004. "Determinants of euro term structure of credit spreads," Working Paper Series 397, European Central Bank. [Downloadable!]
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