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Conference Paper
Has the development of the structured credit market affected the cost of corporate debt? - comments
Gilchrist, Simon (2006-11)
Proceedings , Issue Nov

Working Paper
The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk
Gilchrist, Simon; Zakrajšek, Egon (2013)
Estimating the effect of Federal Reserve's announcements of Large-Scale Asset Purchase (LSAP) programs on corporate credit risk is complicated by the simultaneity of policy decisions and movements in prices of risky financial assets, as well as by the fact that both interest rates of assets targeted by the programs and indicators of credit risk reacted to other common shocks during the recent financial crisis. This paper employs a heteroskedasticity-based approach to estimate the structural coefficient measuring the sensitivity of market-based indicators of corporate credit risk to declines ...
Finance and Economics Discussion Series , Paper 2013-56

Working Paper
The role of credit market imperfections in the monetary transmission mechanism: arguments and evidence
Gertler, Mark; Gilchrist, Simon (1993)
Finance and Economics Discussion Series , Paper 93-5

Journal Article
Houses as collateral: has the link between house prices and consumption in the U.K. changed? commentary
Gilchrist, Simon (2002-05)
Paper for a conference sponsored by the Federal Reserve Bank of New York entitled Financial Innovation and Monetary Transmission
Economic Policy Review , Volume 8 , Issue May , Pages 179-182

Discussion Paper
Updating the Recession Risk and the Excess Bond Premium
Favara, Giovanni; Gilchrist, Simon; Lewis, Kurt F.; Zakrajšek, Egon (2016-10-06)
Beginning with the publication of this Note, we will provide updated estimates of the EBP and the associated model-implied probability of a U.S. recession every month.
FEDS Notes , Paper 2016-10-06

Working Paper
The financial accelerator and the flight to quality
Gertler, Mark; Bernanke, Ben S.; Gilchrist, Simon (1994)
Finance and Economics Discussion Series , Paper 94-18

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