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Bank of Canada RSS Feedsen2024-03-29T15:20:51+00:00Macroeconomic Determinants of the Term Structure of Corporate Spreads
https://www.bankofcanada.ca/2008/09/working-paper-2008-29/
We investigate the macroeconomic determinants of corporate spreads using a no-arbitrage technique. Structural shocks are identified by a New-Keynesian model. Treasury bonds are priced in an affine model with time-varying risk premia.2008-09-04T11:14:55+00:00enMacroeconomic Determinants of the Term Structure of Corporate Spreads2008-09-04Debt managementFinancial marketsInterest ratesWorking Paper 2008-29 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-29.pdfMacroeconomic Determinants of the Term Structure of Corporate SpreadsJun YangSeptember 2008EE4E43E44GG1G12