Leading Behavior of Interest Rate Term Spreads and Credit Risk Spreads in Korea
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References listed on IDEAS
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More about this item
KeywordsTerm spread; Credit risk spreads; Forecast-error variance decompo- sition;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- F3 - International Economics - - International Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-08 (All new papers)
- NEP-BAN-2012-05-08 (Banking)
- NEP-MAC-2012-05-08 (Macroeconomics)
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