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...
| Auteur principal: | |
|---|---|
| Autres auteurs: | |
| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2002.
|
| Collection: | IMF Working Papers; Working Paper ;
No. 2002/008 |
| Accès en ligne: | Full text available on IMF |