Bridging Canadian Business Lending and Market-Based Risk Measures
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References listed on IDEAS
- Maxime Leboeuf & James Pinnington, 2017. "What Explains the Recent Increase in Canadian Corporate Bond Spreads," Staff Analytical Notes 17-2, Bank of Canada.
- Maxime Leboeuf & Daniel Hyun, 2018. "Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?," Staff Analytical Notes 2018-4, Bank of Canada.
- Linda Allen & Turan G. Bali & Yi Tang, 2012. "Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?," The Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3000-3036.
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More about this item
Keywords
Business fluctuations and cycles; Financial markets;JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2019-09-02 (Macroeconomics)
- NEP-RMG-2019-09-02 (Risk Management)
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