The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk
Year of publication: |
2013
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Authors: | Gilchrist, Simon ; Zakrajšek, Egon |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 45.2013, S2, p. 29-57
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Subject: | credit default swap | default risk channel | LSAPs | quantitative easing | identification through heteroskedasticity | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Geldpolitik | Monetary policy | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Finanzkrise | Financial crisis | Offenmarktpolitik | Open market operations | Quantitative Lockerung | Quantitative easing | Öffentliche Anleihe | Public bond | Geldpolitische Transmission | Monetary transmission |
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