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The response of the default risk premium to macroeconomic shocks · Study

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ArticleThe response of the default risk premium to macroeconomic shocks

Bradley T. Ewing2003

Article2003

The response of the default risk premium to macroeconomic shocks

Bradley T. Ewing

44 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Credit Risk and Financial Regulations Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

1993Common risk factors in the returns on stocks and bonds 1993Discretion versus policy rules in practice 1998Generalized impulse response analysis in linear multivariate models 1986Economic Forces and the Stock Market 1996Impulse response analysis in nonlinear multivariate models 1989The federal funds rate and the channels of monetary transmission 1993Introduction to Multiple Time Series Analysis 1997On Stock Market Returns and Monetary Policy

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Year2003

Typearticle

Published2003-02-28

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations44

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/s1062-9769(02)00147-3

openalex_workW2064299263

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