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Cyclical variations in the risk structure of interest rates

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Author Info
Jaffee, Dwight M.
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File URL: http://www.sciencedirect.com/science/article/B6VBW-45GNWXC-P/2/4656911d285a525eaf44c2a1976b3403
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Publisher Info
Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 1 (1975)
Issue (Month): 3 (July)
Pages: 309-325
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Handle: RePEc:eee:moneco:v:1:y:1975:i:3:p:309-325

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. Benjamin M. Friedman, 1982. "Financing Capital Formation in the 1980s: Issues for Public Policy," NBER Working Papers 0745, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Peter Rappoport & Eugene N. White, 1991. "Was there a bubble in the 1929 Stock Market?," NBER Working Papers 3612, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Working Papers 08-29, Bank of Canada. [Downloadable!]
  4. David Bowles & Holley Ulbrich & Myles Wallace, 1989. "Default Risk, Interest Differentials and Fiscal Policy: A New Look at Crowding Out," Eastern Economic Journal, Eastern Economic Association, vol. 15(3), pages 203-212, Jul-Sep. [Downloadable!]
  5. Timothy Q. Cook, 1980. "Determinants of the spread between Treasury bill and private sector money market rates," Working Paper 79-04, Federal Reserve Bank of Richmond. [Downloadable!]
  6. William Jackson, 1976. "Determinants of long-term bond risk," Working Paper 76-03, Federal Reserve Bank of Richmond. [Downloadable!]
  7. Robert R. Bliss, 2001. "Market discipline and subordinated debt: a review of some salient issues," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 24-45. [Downloadable!]
  8. Nikolaev, Valeri & Lent, Laurence van, 2005. "The endogeneity bias in the relation between cost-of-debt capital and corporate disclosure policy," Discussion Paper 67, Tilburg University, Center for Economic Research. [Downloadable!]
  9. Thomas A. Lawler, 1978. "Measuring the default risk of bonds using yields to maturity," Working Paper 78-04, Federal Reserve Bank of Richmond. [Downloadable!]
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