Journal of Economic Dynamics and Control · 2008 · 138 citations · 32 references
Social SciencesEconomicsFinanceFinancial EconomicsMacroeconomicsMonetary EconomicsAsset Pricing EmpiricsBusiness CyclesFactor ModelsFinancial RiskMonetary PolicyBusiness Cycle DynamicsCorporate Bond SpreadsMacroeconomic Asset PricingMacroeconomic Factor ModelsPrice Shock Transmission
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