Dynamics of the credit spread and monetary policy: empirical evidence from the Korean bond market

Jang, Inwon and Kim, David

Dynamics of the credit spread and monetary policy: empirical evidence from the Korean bond market 2009 - 2009 - 109-131 V. 8 Issue. 2


Finance

Credit spread;Default risk premium;Liquidity risk premium;Monetary policy;Vector autoregression;Korea;

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