Economic uncertainty and credit risk: Evidence from international corporate bonds

C-Tier
Journal: Economics Letters
Year: 2024
Volume: 237
Issue: C

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Credit spreads are positively associated with economic policy uncertainty. This association is stronger in developing countries and countries with French-origin legal systems and worse sovereign credit ratings. This relation is also stronger for firms that usually face worse credit conditions.

Technical Details

RePEc Handle
repec:eee:ecolet:v:237:y:2024:i:c:s0165176524001496
Journal Field
General
Author Count
3
Added to Database
2026-01-26