Henning Fischer
;
Oscar Stolper

The Nonlinear Dynamics of Corporate Bond Spreads: Regime-Dependent Effects of...

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)...

DOI:10.15456/jbnst.2020321.191033

Journal of Economics and Statistics

The Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik) is a scientific journal published in Germany since 1863, since 2016 by DeGruyter.

1 dataset found

The Nonlinear Dynamics of Corporate Bond Spreads: Regime-Dependent Effects of...