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The aggregate credit spread and the business cycle

  • Guha, Debashis
  • Hiris, Lorene

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File URL: http://www.sciencedirect.com/science/article/B6W4W-45XR288-1/2/dd74f4e834897ec6851700c64a4df82a
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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
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620166

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  1. Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1, October.
  2. Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 27-48, Fall.
  3. Bernanke, Ben & Gertler, Mark & Gilchrist, Simon, 1996. "The Financial Accelerator and the Flight to Quality," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 1-15, February.
  4. Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  5. Robert G. King & Charles I. Plosser, 1989. "Real Business Cycles and the Test of the Adelmans," NBER Working Papers 3160, National Bureau of Economic Research, Inc.
  6. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
  7. Geoffrey H. Moore, 1956. "The Quality Of Credit In Booms And Depressions," Journal of Finance, American Finance Association, vol. 11(2), pages 288-300, 05.
  8. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
  9. Chen, Nai-Fu, 1991. " Financial Investment Opportunities and the Macroeconomy," Journal of Finance, American Finance Association, vol. 46(2), pages 529-54, June.
  10. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409 National Bureau of Economic Research, Inc.
  11. Balke, Nathan S & Wynne, Mark A, 1995. "Recessions and Recoveries in Real Business Cycle Models," Economic Inquiry, Western Economic Association International, vol. 33(4), pages 640-63, October.
  12. Mark W. Watson, 1992. "Business Cycle Durations and Postwar Stabilization of the U.S. Economy," NBER Working Papers 4005, National Bureau of Economic Research, Inc.
  13. Friedman, Benjamin M & Kuttner, Kenneth N, 1992. "Money, Income, Prices, and Interest Rates," American Economic Review, American Economic Association, vol. 82(3), pages 472-92, June.
  14. Geoffrey H. Moore, 1983. "Business Cycles, Inflation, and Forecasting, 2nd edition," NBER Books, National Bureau of Economic Research, Inc, number moor83-1, October.
  15. Geoffrey H. Moore, 1983. "Appendices to "Business Cycles, Inflation, and Forecasting, 2nd edition"," NBER Chapters, in: Business Cycles, Inflation, and Forecasting, 2nd edition, pages 453-473 National Bureau of Economic Research, Inc.
  16. Andres, A. Martin & Mato, A. Silva, 1994. "Choosing the optimal unconditioned test for comparing two independent proportions," Computational Statistics & Data Analysis, Elsevier, vol. 17(5), pages 555-574, June.
  17. Fama, Eugene F. & French, Kenneth R., 1989. "Business conditions and expected returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 25(1), pages 23-49, November.
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