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Interest Rate Risk in Credit Markets

Author

Listed:
  • Monika Piazzesi
  • Martin Schneider

Abstract

No abstract is available for this item.

Suggested Citation

  • Monika Piazzesi & Martin Schneider, 2010. "Interest Rate Risk in Credit Markets," American Economic Review, American Economic Association, vol. 100(2), pages 579-584, May.
    • Handle: RePEc:aea:aecrev:v:100:y:2010:i:2:p:579-84
    Note: DOI: 10.1257/aer.100.2.579
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    File URL: http://www.aeaweb.org/articles.php?doi=10.1257/aer.100.2.579
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    Citations

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    Cited by:

    1. Juliane Begenau & Monika Piazzesi & Martin Schneider, 2015. "Banks' Risk Exposures," NBER Working Papers 21334, National Bureau of Economic Research, Inc.
    2. Gubareva, Mariya & Borges, Maria Rosa, 2020. "Switching interest rate sensitivity regimes of U.S. Corporates," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    3. Mariya Gubareva & Maria Rosa Borges, 2022. "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, vol. 313(2), pages 991-1019, June.
    4. Mariya Gubareva, 2018. "Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 405-442, November.
    5. Alin OPREANA & Simona VINEREAN, 2015. "Analysis of the Economic Research Context after the Outbreak of the Economic Crisis of 2007-2009," Expert Journal of Economics, Sprint Investify, vol. 3(1), pages 77-92.

    More about this item

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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