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...
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| 格式: | 杂志 |
| 语言: | English |
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Washington, D.C. :
International Monetary Fund,
2002.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2002/008 |
| 在线阅读: | Full text available on IMF |