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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Chan-Lau, Jorge
مؤلفون آخرون: Ivaschenko, Iryna
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2002.
سلاسل:IMF Working Papers; Working Paper ; No. 2002/008
الوصول للمادة أونلاين:Full text available on IMF