this work references cited by second hopReferences
- 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
- 1995Comparing Predictive Accuracy5,214 cited
- 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
- 2011Robust Inference With Multiway Clustering3,199 cited
- 1969The Combination of Forecasts3,194 cited
- 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
- 2010A model of unconventional monetary policy2,439 cited
- 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
- 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
- 2004Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach2,112 cited
- 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
- 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
- 2013Intermediary Asset Pricing1,401 cited
- 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
- 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
- 2007
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work