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Publications by Yoshio Nozawa

What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach

SSRN Electronic Journal

English

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Financial Frictions and Credit Spreads

SSRN Electronic Journal

English

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

English

Credit Spreads and Monetary Policy

SSRN Electronic Journal

English

Analysis of Emerging Markets Sovereign Credit Spreads

SSRN Electronic Journal

English

US Bank Credit Spreads During the Financial Crisis

SSRN Electronic Journal

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On Forecasting the Term Structure of Credit Spreads

Working paper (Federal Reserve Bank of Cleveland)

English

Measuring Abnormal Credit Default Swap Spreads

SSRN Electronic Journal

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Market Conditions, Default Risk and Credit Spreads

Journal of Banking and Finance

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What Drives Short Rate Dynamics? A Functional Gradient Descent Approach

Computational Economics

Computer Science Applications

English