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Cyclical variations in the risk structure of interest rates · Study

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ArticleCyclical variations in the risk structure of interest rates

Dwight M. Jaffee1975

Article1975

Cyclical variations in the risk structure of interest rates

Dwight M. Jaffee

106 citations·0/0 files stored·Journal of Monetary Economics

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Monetary Policy and Economic Impact Banking stability, regulation, efficiency Credit Risk and Financial Regulations

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 106 citations exist upstream.

References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1959Determinants of Risk Premiums on Corporate Bonds 2016INNOVATIONS IN INTEREST RATE POLICY 1973A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS 1969What's in a Bond Rating 1974THE PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS: A TEST OF BOND MARKET EFFICIENCY 1971THE SUPPLY OF MONEY AND COMMON STOCK PRICES

Cited by

2000A comparative study of structural models of corporate bond yields: An exploratory investigation 2019The Interest Costs of Green Bonds: Credit Ratings, Corporate Social Responsibility, and Certification 1993Was There a Bubble in the 1929 Stock Market?1987The Default Premium and Corporate Bond Experience 2004Factors affecting the valuation of corporate bonds 2001Market Discipline and Subordinated Debt: A Review of Some Salient Issues 2014How Capital Regulation and Other Factors Drive the Role of Shadow Banking in Funding Short-Term Business Credit 1977Determinants of Common Stock Prices: A Time Series Analysis

Details

Year1975

Typearticle

Published1975-07-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations106

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0304-3932(75)90016-1

openalex_workW1965740869

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