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DP14419 Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 智库出版物
2020
作者:  Leonardo Gambacorta;  Sergio Mayordomo;  Jose-Maria Serena Garralda
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Covered interest rate parity  Credit spread  Debt issuance  Dollar convenience yield  Foreign exchange rate hedge  Limits of arbitrage  
DP12827 The Levered Equity Risk Premium and Credit Spreads: A Unified Framework 智库出版物
2018
作者:  Harjoat Singh Bhamra;  Ilya Strebulaev
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Equity premium  Corporate bond credit spread  Predictability  Macroeconomic conditions  Jumps  Capital structure  Default  
DP12282 A Macroeconomic Model with Financially Constrained Producers and Intermediaries 智库出版物
2017
作者:  Stijn Van Nieuwerburgh;  Tim Landvoigt;  Vadim Elenev
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Financial intermediation  Macroprudential policy  Credit spread  Intermediary-based asset pricing  
DP9824 Monetary Policy Surprises, Credit Costs and Economic Activity 智库出版物
2014
作者:  Mark Gertler;  Peter Karadi
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Credit spread  External instrument  Forward guidance  High-frequency identification  Monetary policy transmission  Structural var  Term premium  
DP8201 Credit Risk and Disaster Risk 智库出版物
2011
作者:  Francois Gourio
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Financial frictions  Financial accelerator  Systematic risk  Asset pricing  Credit spread puzzle  Business cycles  Equity premium  Time-varying risk premium  Disasters  Rare events  
DP7548 Dynamic Female Labor Supply 智库出版物
2009
作者:  Zvi Eckstein;  Osnat Lifshitz
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Credit frictions  Credit spread  Interest on reserves  Quantitative easing