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SSRNRisk, Credit & Banking

Credit Market Fragility: Evidence from Asset Demand System

Evidence from Asset Demand System: A two-layer asset demand framework is created to study the fragility of the corporate bond market, using microdata to assess the impact of unconventional monetary and liquidity policies on asset prices and institutions.

Featured in No. 7 on 12 Jul 2023 ·

Released
12 Dec 2022
First featured
No. 7 · 12 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
372
Identifier
SSRN 4501772

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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