Matches in SemOpenAlex for { <https://semopenalex.org/work/W2078263602> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W2078263602 endingPage "53" @default.
- W2078263602 startingPage "42" @default.
- W2078263602 abstract "This study is an empirical analysis of the link between credit risk and interest rate risk and investigates the presence of a business cycle component in the determination of credit spreads. The results of a simple regression indicate that credit spreads are much more sensitive to interest rates and stock returns during recessions, an effect even more pronounced for lower rated bonds. In a vector autoregression setting, when the variance of credit spreads is decomposed it is found that most of the credit risk stems from changes in long-term risk–free interest rates. During recessions, business cycles and monetary policy variables play an important role as well. Furthermore, systematic risk seems to matter much more for credit spreads than for stocks." @default.
- W2078263602 created "2016-06-24" @default.
- W2078263602 creator A5043912651 @default.
- W2078263602 date "1999-09-30" @default.
- W2078263602 modified "2023-09-27" @default.
- W2078263602 title "Credit Risk, Interest Rate Risk, and the Business Cycle" @default.
- W2078263602 cites W1927148844 @default.
- W2078263602 cites W2041287619 @default.
- W2078263602 cites W2084615781 @default.
- W2078263602 cites W2128475248 @default.
- W2078263602 cites W2156757389 @default.
- W2078263602 cites W2172164632 @default.
- W2078263602 cites W2700754280 @default.
- W2078263602 cites W3023478198 @default.
- W2078263602 cites W3121975347 @default.
- W2078263602 cites W4255287478 @default.
- W2078263602 doi "https://doi.org/10.3905/jfi.1999.319259" @default.
- W2078263602 hasPublicationYear "1999" @default.
- W2078263602 type Work @default.
- W2078263602 sameAs 2078263602 @default.
- W2078263602 citedByCount "39" @default.
- W2078263602 countsByYear W20782636022012 @default.
- W2078263602 countsByYear W20782636022013 @default.
- W2078263602 countsByYear W20782636022016 @default.
- W2078263602 countsByYear W20782636022019 @default.
- W2078263602 crossrefType "journal-article" @default.
- W2078263602 hasAuthorship W2078263602A5043912651 @default.
- W2078263602 hasConcept C10138342 @default.
- W2078263602 hasConcept C106159729 @default.
- W2078263602 hasConcept C127413603 @default.
- W2078263602 hasConcept C133029050 @default.
- W2078263602 hasConcept C139719470 @default.
- W2078263602 hasConcept C149782125 @default.
- W2078263602 hasConcept C162118730 @default.
- W2078263602 hasConcept C162324750 @default.
- W2078263602 hasConcept C175025494 @default.
- W2078263602 hasConcept C178350159 @default.
- W2078263602 hasConcept C195742910 @default.
- W2078263602 hasConcept C204036174 @default.
- W2078263602 hasConcept C556758197 @default.
- W2078263602 hasConcept C69738904 @default.
- W2078263602 hasConcept C78519656 @default.
- W2078263602 hasConcept C83873408 @default.
- W2078263602 hasConceptScore W2078263602C10138342 @default.
- W2078263602 hasConceptScore W2078263602C106159729 @default.
- W2078263602 hasConceptScore W2078263602C127413603 @default.
- W2078263602 hasConceptScore W2078263602C133029050 @default.
- W2078263602 hasConceptScore W2078263602C139719470 @default.
- W2078263602 hasConceptScore W2078263602C149782125 @default.
- W2078263602 hasConceptScore W2078263602C162118730 @default.
- W2078263602 hasConceptScore W2078263602C162324750 @default.
- W2078263602 hasConceptScore W2078263602C175025494 @default.
- W2078263602 hasConceptScore W2078263602C178350159 @default.
- W2078263602 hasConceptScore W2078263602C195742910 @default.
- W2078263602 hasConceptScore W2078263602C204036174 @default.
- W2078263602 hasConceptScore W2078263602C556758197 @default.
- W2078263602 hasConceptScore W2078263602C69738904 @default.
- W2078263602 hasConceptScore W2078263602C78519656 @default.
- W2078263602 hasConceptScore W2078263602C83873408 @default.
- W2078263602 hasIssue "2" @default.
- W2078263602 hasLocation W20782636021 @default.
- W2078263602 hasOpenAccess W2078263602 @default.
- W2078263602 hasPrimaryLocation W20782636021 @default.
- W2078263602 hasRelatedWork W2000626777 @default.
- W2078263602 hasRelatedWork W2038800118 @default.
- W2078263602 hasRelatedWork W2070275121 @default.
- W2078263602 hasRelatedWork W2156516472 @default.
- W2078263602 hasRelatedWork W2254209708 @default.
- W2078263602 hasRelatedWork W2519658067 @default.
- W2078263602 hasRelatedWork W3123299105 @default.
- W2078263602 hasRelatedWork W3145799923 @default.
- W2078263602 hasRelatedWork W4226016406 @default.
- W2078263602 hasRelatedWork W2098070399 @default.
- W2078263602 hasVolume "9" @default.
- W2078263602 isParatext "false" @default.
- W2078263602 isRetracted "false" @default.
- W2078263602 magId "2078263602" @default.
- W2078263602 workType "article" @default.