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Credit Market Shocks: Evidence From Corporate Spreads and Defaults
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Credit Market Shocks: Evidence From Corporate Spreads and Defaults (2009)Credit Market Shocks: Evidence From Corpo…Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Credit market shocks and econ…Corporate Yield Spreads and Bond Liquidity (2007)Corporate Yield Spreads and B…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Equity Volatility and Corporate Bond Yields (2003)Equity Volatility and Corpora…Credit Risk : Pricing, Measurement, and Management (2003)Credit Risk : Pricing, Measur…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Do Measures of Monetary Policy in a VAR Make Sense (1998)Do Measures of Monetary Polic…Agency costs, net worth, and business fluctuations: A (1997)Agency costs, net worth, and …Agency Costs, Net Worth, and Business Fluctuations : A Computable General Equilibrium Analysis (1996)Agency Costs, Net Worth, and …Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…The Role of Credit Supply in the Australian Economy (2012)The Role of Credit Supply in …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Liquidity Risk and Expected Stock Returns (2003)Forecasting Default with the Merton Distance to Default Model (2008)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Common risk factors in the returns on stocks and bonds (1993)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Macroeconomics and Reality (1980)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Quarterly Journal of Economics (2024)The Pricing of Options and Corporate Liabilities (1973)Prospect Theory and Asset Prices (2001)Credit Spreads and Business Cycle Fluctuations (2012)Limited-dependent and qualitative variables in econometrics (1983)The Illiquidity of Corporate Bonds (2011)Do Shareholders Benefit from Green Bonds? (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)Idiosyncratic Risk Matters! (2003)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)
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References

  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
  • 2003Equity Volatility and Corporate Bond Yields1,194 cited
  • 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 1996Agency Costs, Net Worth, and Business Fluctuations : A Computable General Equilibrium Analysis899 cited
  • 1997Agency costs, net worth, and business fluctuations: A794 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited
  • 2003Credit Risk : Pricing, Measurement, and Management587 cited

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  • 2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets575 cited
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    • 2012The Role of Credit Supply in the Australian Economy10 cited