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Corporate Bond Spreads and the Business Cycle. (2002). Zhang, Zhiwei.
In: Staff Working Papers.
RePEc:bca:bocawp:02-15.

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  1. An empirical study of credit shock transmission in a small open economy. (2017). Stevanovic, Dalibor ; Bedock, Nathan .
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:50:y:2017:i:2:p:541-570.

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  2. Forecasting market turbulence using regime-switching models. (2014). Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja ; Min, Aleksey ; Zagst, Rudi.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164.

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  3. EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread. (2011). Alberola, Emilie ; Herve-Mignucci, Morgan ; Mansanet-Bataller, Maria ; Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5109.

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  4. International Pricing of Emerging Market Corporate Debt; Does the Corporate Matter?. (2010). Mody, Ashoka ; Keller, Sonja .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/026.

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  5. The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market. (2010). Chevallier, Julien ; Alberola, Emilie ; Herve-Mignucci, Morgan ; Mansanet-Bataller, Maria .
    In: Post-Print.
    RePEc:hal:journl:halshs-00458991.

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  6. RATING AND OTHER FACTORS EXPLAINING THE CORPORATE CREDIT SPREAD: EMPIRICAL EVIDENCE FROM TUNISIAN BOND MARKET. (2008). TAREK, Chebbi .
    In: Journal of Applied Economic Sciences.
    RePEc:ush:jaessh:v:3:y:2008:i:4(6)_winter2008:42.

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  7. Do behavioral biases adversely affect the macro-economy?. (2008). Kumar, Alok ; Korniotis, George M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-49.

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  8. The high-yield segment of the corporate bond market: a diffusion modelling approach for the United States, the United Kingdom and the euro area. (2004). Marques-Ibanez, David ; de Bondt, Gabe ; Marques-Ibaez, David.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004313.

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  9. Explaining the increased German credit spread: The role of supply factors. (2003). Brown, Alessio ; Arni, Iga .
    In: Kiel Advanced Studies Working Papers.
    RePEc:zbw:ifwasw:412.

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