Matches in SemOpenAlex for { <https://semopenalex.org/work/W2034333931> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W2034333931 endingPage "595" @default.
- W2034333931 startingPage "585" @default.
- W2034333931 abstract "In this paper, we looked for evidence of log-periodicity in recent US corporate bond spreads. While we found evidence of log-period behavior in both Aaa and Baa spreads, the evidence supporting log-periodicity in High Yield (HY) spreads was found to be weak. We conducted additional tests to confirm our results (bivariate spectral analysis, and surrogate data analysis) and confirmed log-periodicity in Aaa and Baa spreads but not in HY spreads. We attempt to explain this variance using the recently developed market microstructure models of Farmer, Sornette, Ausloos and others." @default.
- W2034333931 created "2016-06-24" @default.
- W2034333931 creator A5004774385 @default.
- W2034333931 date "2004-07-01" @default.
- W2034333931 modified "2023-09-29" @default.
- W2034333931 title "Evidence of log-periodicity in corporate bond spreads" @default.
- W2034333931 cites W1517205192 @default.
- W2034333931 cites W2028785873 @default.
- W2034333931 cites W2047054362 @default.
- W2034333931 cites W2171220845 @default.
- W2034333931 cites W3100049127 @default.
- W2034333931 cites W3100546618 @default.
- W2034333931 cites W3104069130 @default.
- W2034333931 cites W3105454109 @default.
- W2034333931 cites W3123880662 @default.
- W2034333931 doi "https://doi.org/10.1016/j.physa.2004.02.059" @default.
- W2034333931 hasPublicationYear "2004" @default.
- W2034333931 type Work @default.
- W2034333931 sameAs 2034333931 @default.
- W2034333931 citedByCount "22" @default.
- W2034333931 countsByYear W20343339312012 @default.
- W2034333931 countsByYear W20343339312013 @default.
- W2034333931 countsByYear W20343339312014 @default.
- W2034333931 countsByYear W20343339312015 @default.
- W2034333931 countsByYear W20343339312016 @default.
- W2034333931 countsByYear W20343339312018 @default.
- W2034333931 countsByYear W20343339312019 @default.
- W2034333931 countsByYear W20343339312020 @default.
- W2034333931 countsByYear W20343339312021 @default.
- W2034333931 crossrefType "journal-article" @default.
- W2034333931 hasAuthorship W2034333931A5004774385 @default.
- W2034333931 hasConcept C10138342 @default.
- W2034333931 hasConcept C105795698 @default.
- W2034333931 hasConcept C106159729 @default.
- W2034333931 hasConcept C121332964 @default.
- W2034333931 hasConcept C121955636 @default.
- W2034333931 hasConcept C134121241 @default.
- W2034333931 hasConcept C149782125 @default.
- W2034333931 hasConcept C162324750 @default.
- W2034333931 hasConcept C196083921 @default.
- W2034333931 hasConcept C2780999293 @default.
- W2034333931 hasConcept C33923547 @default.
- W2034333931 hasConcept C64341305 @default.
- W2034333931 hasConcept C69738904 @default.
- W2034333931 hasConcept C97355855 @default.
- W2034333931 hasConceptScore W2034333931C10138342 @default.
- W2034333931 hasConceptScore W2034333931C105795698 @default.
- W2034333931 hasConceptScore W2034333931C106159729 @default.
- W2034333931 hasConceptScore W2034333931C121332964 @default.
- W2034333931 hasConceptScore W2034333931C121955636 @default.
- W2034333931 hasConceptScore W2034333931C134121241 @default.
- W2034333931 hasConceptScore W2034333931C149782125 @default.
- W2034333931 hasConceptScore W2034333931C162324750 @default.
- W2034333931 hasConceptScore W2034333931C196083921 @default.
- W2034333931 hasConceptScore W2034333931C2780999293 @default.
- W2034333931 hasConceptScore W2034333931C33923547 @default.
- W2034333931 hasConceptScore W2034333931C64341305 @default.
- W2034333931 hasConceptScore W2034333931C69738904 @default.
- W2034333931 hasConceptScore W2034333931C97355855 @default.
- W2034333931 hasIssue "3-4" @default.
- W2034333931 hasLocation W20343339311 @default.
- W2034333931 hasOpenAccess W2034333931 @default.
- W2034333931 hasPrimaryLocation W20343339311 @default.
- W2034333931 hasRelatedWork W1600973760 @default.
- W2034333931 hasRelatedWork W2081392292 @default.
- W2034333931 hasRelatedWork W2128671130 @default.
- W2034333931 hasRelatedWork W2185996516 @default.
- W2034333931 hasRelatedWork W2524284053 @default.
- W2034333931 hasRelatedWork W2768153249 @default.
- W2034333931 hasRelatedWork W3122210266 @default.
- W2034333931 hasRelatedWork W3122319030 @default.
- W2034333931 hasRelatedWork W3124238795 @default.
- W2034333931 hasRelatedWork W3125784162 @default.
- W2034333931 hasVolume "338" @default.
- W2034333931 isParatext "false" @default.
- W2034333931 isRetracted "false" @default.
- W2034333931 magId "2034333931" @default.
- W2034333931 workType "article" @default.