๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Determinants of Credit Spread Changes

โœ Scribed by Pierre Collin-Dufresne; Robert S. Goldstein; J. Spencer Martin


Book ID
108503096
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
159 KB
Volume
56
Category
Article
ISSN
0022-1082

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๐Ÿ“œ SIMILAR VOLUMES


Credit Spread Changes and Monetary Polic
โœ XIAONENG ZHU* ๐Ÿ“‚ Article ๐Ÿ“… 2012 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 658 KB

This study analyzes the impact of monetary policy actions on credit spreads of various rating categories and maturities, using federal funds futures to distinguish between anticipated and unanticipated changes in the federal funds rate. Two proxies for monetary policy shocks are the surprise change