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Maojun Zhang
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Economic Policy Uncertainty and Volatility of Corporate Bond Credit Spread: Evidence from China And U.S
Number of pages: 1
Posted: 19 Jan 2024
Maojun Zhang,
Rongjia Zhang
and
Yang Zhao
affiliation not provided to SSRN
, Shanghai Business School and
affiliation not provided to SSRN
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Abstract:
Policy uncertainty, Credit spread, GARCH-MIDAS, Volatility
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