Banks Strategies and Credit Spreads as Leading Indicators for the Real Business Cycles Fluctuations
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KeywordsBond credit spreads; Distance to default; Excess bond premium; Banking loan loss reserves; Banking capital ratio; Banking coverage ratio; Business cycles;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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