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We examine the dynamic effects of credit shocks using a large data set of U.S. economic and financial indicators in a structural factor model. An identified credit shock resulting in an unanticipated increase in credit spreads causes a large and pers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::39cd696f7fca330ef46ca19bdec338de
https://hdl.handle.net/10419/234752
https://hdl.handle.net/10419/234752
