How did the financial crisis alter the correlations of U.S. yield spreads?-Reference-Cited by-同舟云学术

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How did the financial crisis alter the correlations of U.S. yield spreads?

Published:2014-09 Issue: Volume:28 Page:362-385
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Contessi Silvio,De Pace Pierangelo,Guidolin Massimo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference47 articles.

1. Libor manipulation?;Abrantes-Metz;J. Bank. Financ.,2012

2. The Federal Reserve's commercial paper funding facility;Adrian;Econ. Policy Rev.,2010

3. How to stop a herd of running bears? Market response to policy initiatives during the global financial crisis;Aït-Sahalia,2009

4. Measuring credit spreads: evidence from Australian eurobonds;Batten;Appl. Financ. Econ.,2005

5. Federal Reserve policies and financial market conditions during the crisis;Brave,2011

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