Credit Spreads and Business Cycle Fluctuations

被引:924
作者
Gilchrist, Simon [1 ,3 ]
Zakrajsek, Egon [2 ]
机构
[1] Boston Univ, Dept Econ, Boston, MA 02215 USA
[2] Fed Reserve Board, Div Monetary Affairs, Washington, DC 20551 USA
[3] Natl Bur Econ Res, Cambridge, MA 02138 USA
关键词
ECONOMIC-ACTIVITY; TERM STRUCTURE; STOCK RETURNS; YIELD CURVE; RISK; DEFAULT; US; INFORMATION; INFLATION; LIQUIDITY;
D O I
10.1257/aer.102.4.1692
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:1692 / 1720
页数:29
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