The Corporate Spread Curve and Industrial Production in the United States

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 industrial production. In fact, the corporate spread... READ MORE...

Publication date: January 2002
ISBN 9781451842524
$15.00

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