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Title: Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and their Systematic Components
Author/Editor: Chan-Lau, Jorge A. ; Ivaschenko, Iryna V.
Series: Working Paper No. 01/158
Published: October 1, 2001
Subject(s): Bonds | Investment | United States | Economic models
Author's keyword(s): Investment grade bonds | corporate spreads | business cycle | forecasting | GMM estimation | systematic risk