Reverse Causality: Credit Markets & Macroeconomic Shocks
Credit Markets & Macroeconomic Shocks: Corporate bond credit spreads significantly react to macroeconomic shocks, with credit risk premia and leverage playing crucial roles, enhancing our understanding of credit markets and the macroeconomy.
Featured in No. 8 on 19 Jul 2023 ·
- Released
- 8 Oct 2020
- First featured
- No. 8 · 19 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4511662
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