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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Chan-Lau, Jorge
Awduron Eraill: Ivaschenko, Iryna
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2002.
Cyfres:IMF Working Papers; Working Paper ; No. 2002/008
Mynediad Ar-lein:Full text available on IMF