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Asymmetry of Credit Spreads’ Countercyclicality To Real Economic Fluctuations

https://doi.org/10.2139/ssrn.4690765
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Understanding the credit cycle and business cycle dynamics in India
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Are credit ratings procyclical?
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Downside risk and the size of credit spreads
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.02.014openalex-extracted
The asymmetric behavior and procyclical impact of asset correlations
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Liquidity effects in corporate bond spreads
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Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession
inferredcites →https://doi.org/10.1016/j.jbankfin.2017.05.011openalex-extracted
The synchronization of credit cycles
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.08.005openalex-extracted
The credit-spread puzzle
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Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
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Procyclical ratings and market reactions
inferredcites →https://doi.org/10.1016/j.pacfin.2016.12.003openalex-extracted
Rating deflation versus inflation: On procyclical credit ratings
inferredcites →https://doi.org/10.1016/s0304-405x(00)00080-5openalex-extracted
Trading activity and expected stock returns
inferredcites →https://doi.org/10.1016/s1574-0048(99)10034-xopenalex-extracted
Chapter 21 The financial accelerator in a quantitative business cycle framework
inferredcites →https://doi.org/10.1017/cbo9780511844393.011openalex-extracted
Asset Pricing with Liquidity Risk
inferredcites →https://doi.org/10.1017/s1365100518000676openalex-extracted
THE IMPACT OF LEARNING ON BUSINESS CYCLE FLUCTUATIONS IN THE CONSUMER UNSECURED CREDIT MARKET
inferredcites →https://doi.org/10.1093/rfs/hhg053openalex-extracted
Structural Models of Corporate Bond Pricing: An Empirical Analysis
inferredcites →https://doi.org/10.1111/0022-1082.00324openalex-extracted
Explaining the Rate Spread on Corporate Bonds
inferredcites →https://doi.org/10.1111/0022-1082.00395openalex-extracted
Do Credit Spreads Reflect Stationary Leverage Ratios?
inferredcites →https://doi.org/10.1111/ecoj.12113openalex-extracted
Curbing the Credit Cycle
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-extracted
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04037.xopenalex-extracted
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05167.xopenalex-extracted
Pricing Derivatives on Financial Securities Subject to Credit Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01613.xopenalex-extracted
Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01655.xopenalex-extracted
The Illiquidity of Corporate Bonds
inferredcites →https://doi.org/10.1111/jmcb.12069openalex-extracted
When Credit Bites Back
inferredcites →https://doi.org/10.1162/003465398557320openalex-extracted
Predicting U.S. Recessions: Financial Variables as Leading Indicators
inferredcites →https://doi.org/10.1257/aer.102.4.1692openalex-extracted
Credit Spreads and Business Cycle Fluctuations
inferredcites →https://doi.org/10.2139/ssrn.2065893openalex-extracted
An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
inferredcites →https://doi.org/10.2139/ssrn.424301openalex-extracted
Credit Risk and Risk Neutral Default Probabilities: Information About Rating Migrations and Defaults
inferredcites →https://doi.org/10.2307/4149938openalex-extracted
The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States
inferredcites →https://doi.org/10.3386/w16151openalex-extracted
Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
inferredcites →https://doi.org/10.3386/w5379openalex-extracted
Predicting U.S. Recessions: Financial Variables as Leading Indicators
inferredcites →https://doi.org/10.3386/w6455openalex-extracted
The Financial Accelerator in a Quantitative Business Cycle Framework
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