MPG.eBooks - Search Results - "Interest"

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1

Corporate Bond Risk and Real Activity : An Empirical Analysis of Yield Spreads and Their Systematic Components

by Ivaschenko, Iryna
Published 2001

International Monetary Fund

Subjects: “...Interest rates...”

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2

The Corporate Spread Curve and Industrial Production in the United States

by Chan-Lau, Jorge
Published 2002

International Monetary Fund

Subjects: “...Interest rates...”

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3

Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets

by Chan-Lau, Jorge
Published 2004

International Monetary Fund

Subjects: “...Interest rates...”

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4

Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises

by Chan-Lau, Jorge
Published 2003

International Monetary Fund

Subjects: “...Interest rates...”

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5

Lasso Regressions and Forecasting Models in Applied Stress Testing

by Chan-Lau, Jorge
Published 2017

International Monetary Fund

Subjects: “...Interest rates...”

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6

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis

by Chan-Lau, Jorge
Published 2012

International Monetary Fund

Subjects: “...Interest rates...”

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7

Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models

by Chan-Lau, Jorge
Published 2023

International Monetary Fund

Subjects: “...Interest rates...”