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Credit Spreads and Regime Shifts

Ivelina Pavlova, Ann Marie Hibbert, Joel R. Barber and Krishnan Dandapani
The Journal of Fixed Income Summer 2015, 25 (1) 58-74; DOI: https://doi.org/10.3905/jfi.2015.25.1.058
Ivelina Pavlova
is an associate professor in the College of Business at the University of Houston–Clear Lake in Houston, TX.
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  • For correspondence: pavlova@uhcl.edu
Ann Marie Hibbert
is an associate professor in the Finance Department of the College of Business and Economics at West Virginia University in Morgantown, WV.
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  • For correspondence: amhibbert@mail.wvu.edu
Joel R. Barber
is an associate professor in the College of Business at Florida International University in Miami, FL.
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  • For correspondence: barberj@fiu.edu
Krishnan Dandapani
is a professor in the College of Business at Florida International University in Miami, FL.
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  • For correspondence: dandapan@fiu.edu
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The Journal of Fixed Income: 25 (1)
The Journal of Fixed Income
Vol. 25, Issue 1
Summer 2015
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Credit Spreads and Regime Shifts
Ivelina Pavlova, Ann Marie Hibbert, Joel R. Barber, Krishnan Dandapani
The Journal of Fixed Income Jun 2015, 25 (1) 58-74; DOI: 10.3905/jfi.2015.25.1.058

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Credit Spreads and Regime Shifts
Ivelina Pavlova, Ann Marie Hibbert, Joel R. Barber, Krishnan Dandapani
The Journal of Fixed Income Jun 2015, 25 (1) 58-74; DOI: 10.3905/jfi.2015.25.1.058
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  • Article
    • Abstract
    • CREDIT SPREADS, TERM STRUCTURE, AND STOCK MARKET VARIABLES
    • DATA AND VARIABLE DESCRIPTION
    • METHODOLOGY
    • EMPIRICAL RESULTS
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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