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Robust difference-in-differences analysis when there is a term structure

https://doi.org/10.2139/ssrn.4704778
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Difference-in-Differences for Policy Evaluation
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Forecasting the Term Structure of Government Bond Yields
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Targeted monetary policy and bank lending behavior
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Reconstructing the yield curve
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Issuance overpricing of China's corporate debt securities
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How much should we trust staggered difference-in-differences estimates?
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Implicit Guarantees and the Rise of Shadow Banking: The Case of Trust Products
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Collateral Eligibility of Corporate Debt in the Eurosystem
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Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades
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De Facto Seniority, Credit Risk, and Corporate Bond Prices
inferredcites →https://doi.org/10.1093/rfs/hhx094openalex-extracted
Credit Ratings and the Cost of Municipal Financing
inferredcites →https://doi.org/10.1111/0022-1082.00170openalex-extracted
The Slope of the Credit Yield Curve for Speculative‐Grade Issuers
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Explaining the Rate Spread on Corporate Bonds
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Some Empirical Estimates of the Risk Structure of Interest Rates
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01359.xopenalex-extracted
Bank Loans, Bonds, and Information Monopolies across the Business Cycle
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Taxes on Tax‐Exempt Bonds
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The TIPS‐Treasury Bond Puzzle
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The Real Effects of Credit Ratings: The Sovereign Ceiling Channel
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Using Synthetic Controls: Feasibility, Data Requirements, and Methodological Aspects
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Asset-Backed Securities: Costs and Benefits of Bankruptcy Remoteness
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