Credit risk dynamics in response to changes in federal funds target : the implication for firm short-term debt
Year of publication: |
2012
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Authors: | Dunbar, Kwamie ; Amin, Abu S. |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 21.2012, 3, p. 141-152
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Subject: | Credit risk | Federal funds rate | Autoregressive conditional hazard | Short term debt financing | Firm value | Kreditrisiko | Fremdkapital | Debt financing | Geldmarkt | Money market | Zinsstruktur | Yield curve |
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