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Corporate Bond Spreads and the Business Cycle
16 references·1 citing·36 second hop
Corporate Bond Spreads and the Business Cycle (2021)Corporate Bond Spreads and the Business C…Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Nonmonetary Effects of the Fi…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…Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Predicting returns in the stock and bond markets (1986)Predicting returns in the sto…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data (2021)Estimated DGE Models and Fore…MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)Option pricing when underlying stock returns are discontinuous (1976)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Macroeconomics and Reality (1980)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)Prospect Theory and Asset Prices (2001)Credit Spreads and Business Cycle Fluctuations (2012)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1986Predicting returns in the stock and bond markets1,715 cited
  • 2024Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression1,701 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited

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1998
Predicting U.S. Recessions: Financial Variables as Leading Indicators
1,180 cited

Cited by

  • 2021Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data16 cited