scholarly journals Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets

2009 ◽  
Author(s):  
Simon Gilchrist ◽  
Vladimir Yankov ◽  
Egon Zakrajsek
Keyword(s):  
Stock Markets ◽  
Credit Market ◽  
Corporate Bond ◽  
Economic Fluctuations ◽  
Market Shocks

scholarly journals The impact of the financial crisis on the long-range memory of European corporate bond and stock markets

Empirica ◽  
2016 ◽  
Vol 45 (1) ◽  
pp. 1-15 ◽  
Author(s):  
Lisana B. Martinez ◽  
M. Belén Guercio ◽  
Aurelio Fernandez Bariviera ◽  
Antonio Terceño
Keyword(s):  
Financial Crisis ◽  
Long Range ◽  
Stock Markets ◽  
Corporate Bond ◽  
The Impact

Do credit market shocks affect the real economy? vector fault modification model (VFMM) from the great recession and “Normal” economic times

2021 ◽  
pp. 1-10
Author(s):  
Feng Yuan ◽  
Hui Zhan ◽  
Vicente García Díaz ◽  
Ashish Kr. Luhach
Keyword(s):  
Economic Growth ◽  
Credit Markets ◽  
Credit Market ◽  
Paper Analysis ◽  
Fault Classification ◽  
Real Economy ◽  
Economic Activities ◽  
The Great Recession ◽  
Normal Period ◽  
Market Shocks

The Credit markets are served as intermediation between the lenders and borrowers. Huge economic activities are invested and obtain results over a small period of such credit market activities. Since it is good at the production of investments, there is a sudden fluctuation in the economic growth due to weak contracts with the borrower, less ability to monitor the invested amount, no credentials on further investment. The above issues gradually decrease economic growth. This research analyses the linkage between the credit market issues and a country’s economic growth during the recession and normal period. A Vector Fault Modification Model (VFMM) is proposed for the analysis. This model investigates the credit markets’ short-term and long-term investments using the fault classification and prediction criteria. The error coefficients (10.5%) are validated based on economic growth and further correlated with the credit markets’ accuracy rate (92.4%). This paper analysis the positive and high impact of economic growth based on credit market strategies.

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