1. corporatecrisis: An indicator variable equal to 1 during corporate default crisis years and 0 otherwise (corporate bond default years discussed in text;Jord�;For 2012-2020, annual corporate speculative-grade default rates for the U.S. and tax heavens available in the S&P Global Ratings,1900
2. Which financial frictions? Parsing the evidence from the financial crisis of 2007 to 2009;T Adrian;NBER Macroeconomics Annual,2013
3. Does systemic risk in the financial sector predict future economic downturns?;L Allen;Review of Financial Studies,2012
4. The link between default and recovery rates: theory, empirical evidence, and implications;E Altman;Journal of Business,2005