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Search: subject_exact:"Credit spread"
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Rudebusch, Glenn D.
103
Akram, Tanweer
62
Christensen, Jens H. E.
60
Bekaert, Geert
53
Favero, Carlo A.
53
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Diebold, Francis X.
44
Monfort, Alain
44
Afonso, António
43
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
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Chernov, Mikhail
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Caporale, Guglielmo Maria
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Renne, Jean-Paul
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Kim, Don H.
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Kaminska, Iryna
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Wei, Min
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Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Singleton, Kenneth J.
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Dewachter, Hans
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Joshi, Mark S.
31
Filipović, Damir
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Gouriéroux, Christian
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Jarrow, Robert A.
30
Meldrum, Andrew
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Bauer, Michael D.
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Lemke, Wolfgang
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Guidolin, Massimo
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Jondeau, Eric
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Li, Canlin
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Rodney L. White Center for Financial Research
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Center for Economic Research <Tilburg>
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237
Journal of banking & finance
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211
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140
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132
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117
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116
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111
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108
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92
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Economics letters
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76
Economic modelling
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Journal of monetary economics
72
Journal of empirical finance
71
Journal of economic dynamics & control
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied financial economics
68
International review of financial analysis
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Working papers series / Federal Reserve Bank of San Francisco
64
Applied economics letters
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59
ECB Working Paper
59
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58
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58
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58
CESifo working papers
57
The North American journal of economics and finance : a journal of financial economics studies
57
Staff reports / Federal Reserve Bank of New York
53
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52
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ECONIS (ZBW)
14,242
RePEc
92
EconStor
26
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5
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1191
Environment, social and governance (ESG) performance and CDS spreads : the role of country sustainability
Lutfi Abdul Razak
;
Ibrahim, Mansor Haji
;
Ng, Adam
- In:
The journal of risk finance : JRF
24
(
2023
)
5
,
pp. 585-613
Persistent link: https://www.econbiz.de/10014430825
Saved in:
1192
Euro area sovereign bond risk premia before and during the Covid-19 pandemic
Corradin, Stefano
;
Schwaab, Bernd
- In:
European economic review : EER
153
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014430964
Saved in:
1193
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
1194
Corporate bond liquidity and yield spreads : a review
Goldstein, Michael A.
;
Namin, Elmira Shekari
- In:
Research in international business and finance
65
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014432492
Saved in:
1195
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
1196
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
1197
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
1198
EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
Saved in:
1199
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
1200
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
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