논문상세정보
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- 저자 이기영
- 제어번호 105912395
- 학술지명 中國硏究
- 권호사항 Vol. 76 No. - [ 2018 ]
- 발행처 한국외국어대학교 중국연구소
- 발행처 URL http://builder.hufs.ac.kr/user/china114
- 자료유형 학술저널
- 수록면 327-356
- 언어 Korean
- 출판년도 2018
- 등재정보 KCI등재
- 소장기관 이화여자대학교 중앙도서관
- 판매처
유사주제 논문( 0)
Term Spread와 Credit Spread의중국 실물경제 예측력 비교 연구
이기영
2018년
' Term Spread와 Credit Spread의중국 실물경제 예측력 비교 연구' 의 참고문헌
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我国企业债券信用利差宏观决定因素研究戴国强 [2011]
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国债期限利差对中国宏观经济波动的预警研究王金明 [2017]
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利率期限结构对通货膨胀预测能力的实证分析朱世武 [2005]
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信用价差变化与中国实体经济增长预期张燃 [2010]
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产出,通货膨胀预测与利率期限结构贺畅达 [2012]
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中国利率期限结构的货币政策含义郭涛 [2008]
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中国主要宏观经济变量与利率期限结构的关系-基于VAR-ATS模型的分析石柱鲜 [2008]
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The information in the high-yield bond spread for the business cycle: evidence and some implicationsM Gertler [1999]
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The financial accelerator in a quantitative business cycle frameworkBernanke, B. S. [1999]
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The financial accelerator and the flight to qualityBernanke, B. [1996]
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The Theory of InterestFisher, I. [1930]
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The Term Structure as predictor of Real Economic ActivityEstrella [1991]
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Term structure forecast of interest rate, inflation, and real returnsFama [1990]
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On the predictive power of interest rates and interest rate spreads (No. 3486)Bernanke, B. [1990]
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Money, Income, Prices, and Interest RatesBenjamin M. Friedman [1992]
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Macroeconomic AnuualStock [1989]
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International term structure and real economic growthPlosser [1994]
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Indicator Properties of the Paper—Bill Spread: Lessons from Recent ExperienceFriedman Kuttnet [1998]
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Forecasting Macro-economy Based on the Term Structure of Credit Spreads: Evidence from ChinaZHOU Rong-xi [2013]
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Economic Activity and the Short-Term Credit Markets : An Analysis of Prices and QuantitiesBenjamin M. Friedman [1993]
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Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging ApproachFaust, Golchrist [2013]
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Credit Spreads and Real Activity, Job Market PaperPhilippe Mueller [2008]
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Comparing Predictive AccuracyDiebold [2002]
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Approximately normal tests for equal predictive accuracy in nested modelsClark [2007]
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An Interest Rate-Based Indicator of Monetary PolicyLaurent, R. D. [1988]