data_set_description.txt
Creators:
Henning Fischer
;
Oscar Stolper
From the dataset abstract
This paper studies the behavior of corporate bond spreads during different market regimes between 2004 and 2016. Applying a Markov-switching vector autoregressive (MS-VAR) model, we...
Source: The Nonlinear Dynamics of Corporate Bond Spreads: Regime-Dependent Effects of their Determinants
Metadata
| Field | Value |
|---|---|
| Format | TXT |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Fischer, Henning and Stolper, Oscar |
| DOI | |
| Publication Date | 2020 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/339da1ce-15f5-4446-82d4-66b4d01f300f/resource/e64d6a44-e42b-4444-bf5e-2204a614feb1/download/datasetdescription.txt |
| Last updated | November 16, 2020 |
| Created | November 16, 2020 |
