The Corporate Spread Curve and Industrial Production in the United States /

The term structure of domestic investment grade bond spreads - or corporate spread curve - contains useful information to predict future changes in industrial production, beyond the information already contained in interest rates, commercial paper-treasury bill spreads, and lagged values of industri...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Chan-Lau, Jorge
Beste egile batzuk: Ivaschenko, Iryna
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2002.
Saila:IMF Working Papers; Working Paper ; No. 2002/008
Sarrera elektronikoa:Full text available on IMF