Corporate bond spreads and the business cycle / by Zhiwei Zhang. : FB3-2/102-15E-PDF
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Corporate bond spreads and the business cycle / by Zhiwei Zhang. |
| Series title | Bank of Canada working paper1701-93972002-15 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Other formats | Paper-[English] |
| Note(s) | This paper examines the predictive power of credit spreads from the corporate bond market... The author finds that linear models based on stock market movements, the risk-free short rate, and the term spread can explain only 7 per cent of the variations in the high-yield spread."--Abstract. The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. Bibliography. Résumé en français. |
| Publishing information | Ottawa - Ontario : Bank of Canada June 2002. |
| Description | 37p.graphs, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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| Subject terms | Bonds Businesses Models Stock markets |
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