| ID | 255777 |
| Title Proper | Corporate bond risk and real activity:An empirical analysis of yield spreads and their systematic components |
| Language | ENG |
| Author | Chan-Lau, Jorge A. ; Ivaschenko, Iryna V. |
| `In' analytical Note | In Chami, Ralph & Cosimano, Thomas F.: Monetary policy with a touch of basel. Washington. Internatioanl Monetary Fund, 2001. --(IMF WP/01/151)
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| Journal Source | In Chami, Ralph & Cosimano, Thomas F.: Monetary policy with a touch of basel. Washington. Internatioanl Monetary Fund, 2001. --(IMF WP/01/151)
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| Classification Number | IMF |
| Key Words | Systematic risk ; GMM estimation ; Markov process ; Investment grade bonds ; Business Cycle ; Corporate spreads ; United States |