The time-varying leading properties of the high yield spread in the United States
Pierangelo De Pace, Kyle D. Weber
| Year of publication: |
January-March 2016
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|---|---|
| Authors: | De Pace, Pierangelo ; Weber, Kyle D. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 1, p. 203-230
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| Subject: | Forecasting | High yield spread | Leading properties | Term spread | Time variation | USA | United States | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Unternehmensanleihe | Corporate bond | Schätzung | Estimation | 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.ijforecast.2015.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596513