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Measuring volatility persistence in leveraged loan markets in the presence of structural breaks

Abakah, Emmanuel Joel Aikins; Gil-Alaña, Luis A.; … - In: International review of economics & finance : IREF 78 (2022), pp. 141-152

Persistent link: https://www.econbiz.de/10013334550

Short-run dynamics in bank credit : assessing nonlinearities in cyclicality

Bouvatier, Vincent; López-Villavicencio, Antonia; … - In: Economic modelling 37 (2014), pp. 127-136

Persistent link: https://www.econbiz.de/10010417227

Credit cycles and macro fundamentals

Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - 2006

We study the relation between the credit cycle and macro-economic fundamentals in an intensity-based framework. Using … the credit cycle from the micro rating data. We relate this cycle to the business cycle, bank lending conditions, and … financial market variables. In line with earlier studies, these variables appear to explain part of the credit cycle. As our …

Persistent link: https://www.econbiz.de/10011348707

Investing in Credit Series : Mezzanine Debt

Jain, Sameer - 2013

In this paper we analyze mezzanine capital's investment characteristics; make the distinction between mezzanine capital and high yield debt; explore supply and demand factors that drive pricing; point out similarities and differences in its usage in the U.S. and Europe as well as highlight...

Persistent link: https://www.econbiz.de/10013090646