Common factors in the term structure of credit spreads and predicting the macroeconomy in Japan
Year of publication: |
2021
|
---|---|
Authors: | Kobayashi, Takeshi |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 9.2021, 2, p. 1-12
|
Publisher: |
Basel : MDPI |
Subject: | common factor | credit spread | macroeconomic forecast |
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