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Credit Market Sentiment

Credit spread expectation errors, seen as signs of market optimism, can predict economic downturns, showing the importance of credit market sentiment in economic cycles.

Featured in No. 70 on 17 Oct 2024 ·

Released
26 Jun 2024
First featured
No. 70 · 17 Oct 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 4988908

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

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