Credit spread and employment growth – a time-varying relationship?
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DOI: 10.1080/13504851.2020.1725416
Abstract: ABSTRACT In this article, I explore time variation in the relationship between the credit spread and employment growth. Using a Bayesian VAR framework and formal model selection, it is concluded that the relationship is best… read more here.
Keywords: employment growth; spread employment; relationship; credit spread ... See more keywords