-
2
-
-
77955156282
-
-
Federal Reserve Bank of New York Staff Report 422
-
Adrian, Tobias, Emanuel Moench, and Hyun Song Shin. 2010a. "Financial Intermediation, Asset Prices, and Macroeconomic Dynamics." Federal Reserve Bank of New York Staff Report 422.
-
(2010)
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
-
-
Adrian, T.1
Moench, E.2
Shin, H.S.3
-
3
-
-
79960253690
-
Macro risk premium and intermediary balance sheet quantities
-
Adrian, Tobias, Emanuel Moench, and Hyun Song Shin. 2010b. "Macro Risk Premium and Intermediary Balance Sheet Quantities." IMF Economic Review 58(1):179-207.
-
(2010)
IMF Economic Review
, vol.58
, Issue.1
, pp. 179-207
-
-
Adrian, T.1
Moench, E.2
Shin, H.S.3
-
4
-
-
77955645818
-
Stock return predictability: Is it there?
-
Ang, Andrew, and Geert Bekaert. 2007. "Stock Return Predictability: Is It There?" Review of Financial Studies 20(3):651-707.
-
(2007)
Review of Financial Studies
, vol.20
, Issue.3
, pp. 651-707
-
-
Ang, A.1
Bekaert, G.2
-
5
-
-
33644514387
-
What does the yield curve tell us about GDP growth?
-
Ang, Andrew, Monika Piazzesi, and Min Wei. 2006. "What Does the Yield Curve Tell Us about GDP Growth?" Journal of Econometrics 131(1-2):359-403.
-
(2006)
Journal of Econometrics
, vol.131
, Issue.1-2
, pp. 359-403
-
-
Ang, A.1
Piazzesi, M.2
Wei, M.3
-
6
-
-
84977364496
-
Agency costs, net worth, and business fluctuations
-
Bernanke, Ben, and Mark Gertler. 1989. "Agency Costs, Net Worth, and Business Fluctuations." American Economic Review 79(1):14-31.
-
(1989)
American Economic Review
, vol.79
, Issue.1
, pp. 14-31
-
-
Bernanke, B.1
Gertler, M.2
-
7
-
-
70449530457
-
The financial accelerator in a quantitative business cycle framework
-
J. B. Taylor and M. Woodford, Amsterdam: Elsevier Science, North-Holland
-
Bernanke, Ben, Mark Gertler, and Simon Gilchrist. 1999. "The Financial Accelerator in a Quantitative Business Cycle Framework." In Handbook of Macroeconomics, Vol. 1 C, edited by J. B. Taylor and M. Woodford, 1341-93. Amsterdam: Elsevier Science, North-Holland.
-
(1999)
Handbook of Macroeconomics
, vol.1 C
, pp. 1341-1393
-
-
Bernanke, B.1
Gertler, M.2
Gilchrist, S.3
-
8
-
-
84862625446
-
Measuring default risk premia from default swap rates and EDFs
-
Berndt, Antje, Rohan Douglas, Darrell Duffie, Mark Ferguson, and David Schranz. 2008. "Measuring Default Risk Premia from Default Swap Rates and EDFs." Unpublished.
-
(2008)
Unpublished
-
-
Berndt, A.1
Douglas, R.2
Duffie, D.3
Ferguson, M.4
Schranz, D.5
-
9
-
-
39749084409
-
Forecasting default with the merton distance to default model
-
Bharath, Sreedhar T., and Tyler Shumway. 2008. "Forecasting Default with the Merton Distance to Default Model." Review of Financial Studies 21(3):1339-69.
-
(2008)
Review of Financial Studies
, vol.21
, Issue.3
, pp. 1339-1369
-
-
Bharath, S.T.1
Shumway, T.2
-
10
-
-
85011655177
-
Symposium: Early stages of the credit crunch: Deciphering the liquidity and credit crunch 2007-2008
-
Brunnermeier, Markus K. 2009. "Symposium: Early Stages of the Credit Crunch: Deciphering the Liquidity and Credit Crunch 2007-2008." Journal of Economic Perspectives 23(1):77-100.
-
(2009)
Journal of Economic Perspectives
, vol.23
, Issue.1
, pp. 77-100
-
-
Brunnermeier, M.K.1
-
12
-
-
0040160904
-
The determinants of credit spread changes
-
Collin-Dufresne, Pierre, Robert S. Goldstein, and J. Spencer Martin. 2001. "The Determinants of Credit Spread Changes." Journal of Finance 56(6):2177-2207. (Pubitemid 33585019)
-
(2001)
Journal of Finance
, vol.56
, Issue.6
, pp. 2177-2207
-
-
Collin-Dufresne, P.1
Goldstein, R.S.2
Martin, J.S.3
-
13
-
-
12344307626
-
Is default event risk priced in corporate bonds?
-
DOI 10.1093/rfs/hhi009
-
Driessen, Joost. 2005. "Is Default Event Risk Priced in Corporate Bonds?" Review of Financial Studies 18(1):165-95. (Pubitemid 40140328)
-
(2005)
Review of Financial Studies
, vol.18
, Issue.1
, pp. 165-195
-
-
Driessen, J.1
-
14
-
-
0011603540
-
The relation between Treasury yields and corporate bond yield spreads
-
Duffee, Gregory R. 1998. "The Relation between Treasury Yields and Corporate Bond Yield Spreads." Journal of Finance 53(6):2225-41. (Pubitemid 128639715)
-
(1998)
Journal of Finance
, vol.53
, Issue.6
, pp. 2225-2241
-
-
Duffee, G.R.1
-
15
-
-
0040885646
-
Explaining the rate spread on corporate bonds
-
Elton, Edwin J., Martin J. Gruber, Deepak Agrawal, and Christopher Mann. 2001. "Explaining the Rate Spread on Corporate Bonds." Journal of Finance 56(1):247-77. (Pubitemid 33581658)
-
(2001)
Journal of Finance
, vol.56
, Issue.1
, pp. 247-277
-
-
Elton, E.J.1
Gruber, M.J.2
Agrawal, D.3
Mann, C.4
-
16
-
-
0006162020
-
The information content of the paper-bill spread
-
Emery, Kenneth M. 1996. "The Information Content of the Paper-Bill Spread." Journal of Economics and Business 48(1):1-10. (Pubitemid 126665888)
-
(1996)
Journal of Economics and Business
, vol.48
, Issue.1
, pp. 1-10
-
-
Emery, K.M.1
-
17
-
-
84977702570
-
The term structure as a predictor of real economic activity
-
Estrella, Arturo, and Gikas A. Hardouvelis. 1991. "The Term Structure as a Predictor of Real Economic Activity." Journal of Finance 46(2):555-76.
-
(1991)
Journal of Finance
, vol.46
, Issue.2
, pp. 555-576
-
-
Estrella, A.1
Hardouvelis, G.A.2
-
18
-
-
0039066423
-
Predicting U.S. Recessions: Financial Variables as Leading Indicators
-
Estrella, Arturo, and Frederic S. Mishkin. 1998. "Predicting U. S. Recessions: Financial Variables as Leading Indicators." Review of Economics and Statistics 80(1):45-61. (Pubitemid 128071465)
-
(1998)
Review of Economics and Statistics
, vol.80
, Issue.1
, pp. 45-61
-
-
Estrella, A.1
Mishkin, F.S.2
-
19
-
-
33749009107
-
Stock returns, real activity, inflation, and money
-
Fama, Eugene F. 1981. "Stock Returns, Real Activity, Inflation, and Money." American Economic Review 71(4):545-65.
-
(1981)
American Economic Review
, vol.71
, Issue.4
, pp. 545-565
-
-
Fama, E.F.1
-
21
-
-
0000091158
-
Money, income, prices, and interest rates
-
Friedman, Benjamin M., and Kenneth N. Kuttner. 1992. "Money, Income, Prices, and Interest Rates." American Economic Review 82(3):472-92.
-
(1992)
American Economic Review
, vol.82
, Issue.3
, pp. 472-492
-
-
Friedman, B.M.1
Kuttner, K.N.2
-
22
-
-
0032372708
-
Indicator properties of the paper-bill spread: Lessons from recent experience
-
Friedman, Benjamin M., and Kenneth N. Kuttner. 1998. "Indicator Properties of the Paper-Bill Spread: Lessons from Recent Experience." Review of Economics and Statistics 80(1):34-44.
-
(1998)
Review of Economics and Statistics
, vol.80
, Issue.1
, pp. 34-44
-
-
Friedman, B.M.1
Kuttner, K.N.2
-
23
-
-
79951577219
-
A model of unconventional monetary policy
-
Gertler, Mark, and Peter Karadi. 2011. "A Model of Unconventional Monetary Policy." Journal of Monetary Economics 58(1):17-34.
-
(2011)
Journal of Monetary Economics
, vol.58
, Issue.1
, pp. 17-34
-
-
Gertler, M.1
Karadi, P.2
-
24
-
-
78650245994
-
Financial intermediation and credit policy in business cycle analysis
-
Benjamin M. Friedman and Michael Woodford, Amsterdam: North-Holland, Elsevier
-
Gertler, Mark, and Nobuhiro Kiyotaki. 2010. "Financial Intermediation and Credit Policy in Business Cycle Analysis." In Handbook of Macroeconomics, Vol. 3, edited by Benjamin M. Friedman and Michael Woodford, 547-99. Amsterdam: North-Holland, Elsevier.
-
(2010)
Handbook of Macroeconomics
, vol.3
, pp. 547-599
-
-
Gertler, M.1
Kiyotaki, N.2
-
25
-
-
0033371705
-
The information in the high-yield bond spread for the business cycle: Evidence and some implications
-
Financial instability
-
Gertler, Mark, and Cara S. Lown. 1999. "The Information in the High-Yield Bond Spread for the Business Cycle: Evidence and Some Implications." Oxford Review of Economic Policy 15(3):132-50. (Pubitemid 30047414)
-
(1999)
Oxford Review of Economic Policy
, vol.15
, Issue.3
, pp. 132-150
-
-
Gertler, M.1
Lown, C.S.2
-
26
-
-
84872009217
-
Financial crisis, bank risk exposure, and government financial policy
-
Forthcoming
-
Gertler, Mark, Nobuhiro Kiyotaki, and Alberto Queralto. Forthcoming. "Financial Crisis, Bank Risk Exposure, and Government Financial Policy." Journal of Monetary Economics.
-
Journal of Monetary Economics
-
-
Gertler, M.1
Kiyotaki, N.2
Queralto, A.3
-
27
-
-
84862620851
-
Credit spreads and business cycle fluctuations: Dataset
-
Gilchrist, Simon, and Egon Zakrajšek. 2012. "Credit Spreads and Business Cycle Fluctuations: Dataset." American Economic Review. http://dx.doi.org/10.1257/aer.102.4.1692.
-
(2012)
American Economic Review
-
-
Gilchrist, S.1
Zakrajšek, E.2
-
28
-
-
65849437047
-
Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
-
Gilchrist, Simon, Vladimir Yankov, and Egon Zakrajšek. 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets." Journal of Monetary Economics 56(4):471-93.
-
(2009)
Journal of Monetary Economics
, vol.56
, Issue.4
, pp. 471-493
-
-
Gilchrist, S.1
Yankov, V.2
Zakrajšek, E.3
-
29
-
-
73849139692
-
Information, liquidity, and the (ongoing) panic of 2007
-
Gorton, Gary. 2009. "Information, Liquidity, and the (Ongoing) Panic of 2007." American Economic Review 99(2):567-72.
-
(2009)
American Economic Review
, vol.99
, Issue.2
, pp. 567-572
-
-
Gorton, G.1
-
30
-
-
84862625450
-
Disaster risk and business cycles
-
Gourio, François. 2010. "Disaster Risk and Business Cycles." Unpublished.
-
(2010)
Unpublished
-
-
Gourio, F.1
-
31
-
-
36048973867
-
The U. S. treasury yield curve: 1961 to the present
-
Gürkaynak, Refet S., Brian Sack, and Jonathan H. Wright. 2007. "The U. S. Treasury Yield Curve: 1961 to the Present." Journal of Monetary Economics 54(8):2291-2304.
-
(2007)
Journal of Monetary Economics
, vol.54
, Issue.8
, pp. 2291-2304
-
-
Gürkaynak, R.S.1
Sack, B.2
Wright, J.H.3
-
32
-
-
79955904520
-
The high sensitivity of economic activity to financial frictions
-
Hall, Robert E. 2011. "The High Sensitivity of Economic Activity to Financial Frictions." Economic Journal 121(552):351-78.
-
(2011)
Economic Journal
, vol.121
, Issue.552
, pp. 351-378
-
-
Hall, R.E.1
-
33
-
-
0036000679
-
A reexamination of the predictability of economic activity using the yield spread
-
Hamilton, James D., and Dong Heon Kim. 2002. "A Reexamination of the Predictability of Economic Activity Using the Yield Spread." Journal of Money, Credit, and Banking 34(2):340-60.
-
(2002)
Journal of Money, Credit, and Banking
, vol.34
, Issue.2
, pp. 340-360
-
-
Hamilton, J.D.1
Kim, D.H.2
-
34
-
-
0003109543
-
The real term structure and consumption growth
-
Harvey, Campbell R. 1988. "The Real Term Structure and Consumption Growth." Journal of Financial Economics 22(2):305-33.
-
(1988)
Journal of Financial Economics
, vol.22
, Issue.2
, pp. 305-333
-
-
Harvey, C.R.1
-
36
-
-
0000789996
-
Dividend yields and expected stock returns: Alternative procedures for inference and measurement
-
Hodrick, Robert J. 1992. "Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement." Review of Financial Studies 5(3):357-86.
-
(1992)
Review of Financial Studies
, vol.5
, Issue.3
, pp. 357-386
-
-
Hodrick, R.J.1
-
37
-
-
14944372012
-
Comparing possible proxies of corporate bond liquidity
-
DOI 10.1016/j.jbankfin.2004.04.007, PII S0378426604000998
-
Houweling, Patrick, Albert Mentink, and Ton Vorst. 2005. "Comparing Possible Proxies of Corporate Bond Liquidity." Journal of Banking and Finance 29(6):1331-58. (Pubitemid 40366255)
-
(2005)
Journal of Banking and Finance
, vol.29
, Issue.6
, pp. 1331-1358
-
-
Houweling, P.1
Mentink, A.2
Vorst, T.3
-
41
-
-
18544410789
-
An anatomy of rating through the cycle
-
DOI 10.1016/S0378-4266(03)00041-4, PII S0378426603000414
-
Löffler, Gunter. 2004. "An Anatomy of Rating through the Cycle." Journal of Banking and Finance 28(3):695-720. (Pubitemid 38102580)
-
(2004)
Journal of Banking and Finance
, vol.28
, Issue.3
, pp. 695-720
-
-
Loffler, G.1
-
42
-
-
77954457191
-
The complementary nature of ratings and market-based measures of default risk
-
Löffler, Gunter. 2007. "The Complementary Nature of Ratings and Market-Based Measures of Default Risk." Journal of Fixed Income Summer: 38-47.
-
(2007)
Journal of Fixed Income Summer
, pp. 38-47
-
-
Löffler, G.1
-
43
-
-
0000808665
-
On the pricing of corporate debt: The risk structure of interest rates
-
Merton, Robert C. 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates." Journal of Finance 29(2):449-70.
-
(1974)
Journal of Finance
, vol.29
, Issue.2
, pp. 449-470
-
-
Merton, R.C.1
-
44
-
-
0000294096
-
The cost of capital, corporation finance and the theory of investment
-
Modigliani, F., and M. H. Miller. 1958. "The Cost of Capital, Corporation Finance and the Theory of Investment." American Economic Review 48:261-97.
-
(1958)
American Economic Review
, vol.48
, pp. 261-297
-
-
Modigliani, F.1
Miller, M.H.2
-
45
-
-
77954850702
-
Credit spreads and real activity
-
Mueller, Philippe. 2009. "Credit Spreads and Real Activity." Unpublished.
-
(2009)
Unpublished
-
-
Mueller, P.1
-
47
-
-
53649091105
-
Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds
-
Schaefer, Stephen M., and Ilya A. Strebulaev. 2008. "Structural Models of Credit Risk Are Useful: Evidence from Hedge Ratios on Corporate Bonds." Journal of Financial Economics 90(1):1-19.
-
(2008)
Journal of Financial Economics
, vol.90
, Issue.1
, pp. 1-19
-
-
Schaefer, S.M.1
Strebulaev, I.A.2
-
48
-
-
2442579426
-
Forecasting output and inflation: The role of asset prices
-
DOI 10.1257/002205103322436197
-
Stock, James H., and Mark W. Watson. 2003. "Forecasting Output and Inflation: The Role of Asset Prices." Journal of Economic Literature 41(3):788-829. (Pubitemid 38706208)
-
(2003)
Journal of Economic Literature
, vol.41
, Issue.3
, pp. 788-829
-
-
Stock, J.H.1
Watson, M.W.2
-
49
-
-
1842663087
-
Default Risk in Equity Returns
-
DOI 10.1111/j.1540-6261.2004.00650.x
-
Vassalou, Maria, and Yuhang Xing. 2004. "Default Risk in Equity Returns." Journal of Finance 59(2):831-68. (Pubitemid 38483897)
-
(2004)
Journal of Finance
, vol.59
, Issue.2
, pp. 831-868
-
-
Vassalou, M.1
Xing, Y.2
|