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Volumn 43, Issue 2, 2003, Pages 261-272

The response of the default risk premium to macroeconomic shocks

Author keywords

Default risk premium; Macroeconomics factors; Vector autoregression

Indexed keywords


EID: 0037410588     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(02)00147-3     Document Type: Article
Times cited : (26)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.