Default Cycles
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- Cui, Wei & Kaas, Leo, 2021. "Default cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 377-394.
- Cui, Wei & Kaas, Leo, 2017. "Default cycles," LSE Research Online Documents on Economics 86159, London School of Economics and Political Science, LSE Library.
- Leo Kaas & Wei Cui, 2017. "Default Cycles," 2017 Meeting Papers 1288, Society for Economic Dynamics.
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More about this item
Keywords
Firm default; Financing constraints; Credit spreads; Sunspots;All these keywords.
JEL classification:
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- 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-DCM-2017-06-04 (Discrete Choice Models)
- NEP-DGE-2017-06-04 (Dynamic General Equilibrium)
- NEP-FDG-2017-06-04 (Financial Development and Growth)
- NEP-MAC-2017-06-04 (Macroeconomics)
- NEP-RMG-2017-06-04 (Risk Management)
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