Economic policy uncertainty and volatility of corporate bond credit spread : evidence from China and the United States
Maojun Zhang, Rongjia Zhang, Yang Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Maojun ; Zhang, Rongjia ; Yang, Zhao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 827-841
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| Subject: | Credit spread | GARCH-MIDAS | Policy uncertainty | Volatility | USA | United States | China | Volatilität | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Risiko | Risk | Wirtschaftspolitik | Economic policy | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.05.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535660