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  3. American Economic Review
  4. May 2010
  5. Interest Rate Risk in Credit Markets

American Economic Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

Interest Rate Risk in Credit Markets

  • Monika Piazzesi
  • Martin Schneider
American Economic Review
vol. 100, no. 2, May 2010
(pp. 579–84)
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Citation

Piazzesi, Monika, and Martin Schneider. 2010. "Interest Rate Risk in Credit Markets." American Economic Review, 100 (2): 579–84. DOI: 10.1257/aer.100.2.579

JEL Classification

  • E43 Interest Rates: Determination, Term Structure, and Effects
  • G12 Asset Pricing; Trading volume; Bond Interest Rates