Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator

Journal of Economic Dynamics and Control

Volumn 26, Issue 2, 2002, Pages 271-302

  Kwark, Noh Sun ^a,b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b Dongguk University   (South Korea)

Author keywords

Business cycles; Default risks; Interest rate spread

Indexed keywords

EID: 10344233223     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(00)00081-6     Document Type: Article

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