Credit Spreads and Business Cycle Fluctuations

• 成果类型: Article
• 署名作者: Gilchrist, Simon; Zakrajsek, Egon
• 署名单位: Boston University; Federal Reserve System - USA; Federal Reserve System Board of Governors; National Bureau of Economic Research
• 刊物名称: AMERICAN ECONOMIC REVIEW
• ISSN/ISSBN: 0002-8282
• DOI: 10.1257/aer.102.4.1692
• 发表日期: 2012
• 页码: 1692-1720
• 关键词: economic-activity; term structure; stock returns; yield curve; RISK; default; US; INFORMATION; inflation; liquidity