Corporate Bond Risk and Real Activity; An Empirical Analysis of Yield Spreads and Their Systematic Components
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More about this item
KeywordsInvestment; Forecasting; United States; Investment grade bonds; corporate spreads; business cycle; GMM estimation; systematic risk; principal components analysis; regime-switching; Markov process; bonds; bond; corporate bond; Prices; Business Fluctuations; and Cycles: Forecasting and Simulation; Financial Markets and the Macroeconomy;
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