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Corporate bond spreads and the business cycle / by Zhiwei Zhang.: FB3-2/102-15E

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Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.615988&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleCorporate bond spreads and the business cycle / by Zhiwei Zhang.
Series title
  • Working paper 1192-5434 2002-15
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital text-[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.
  • Résumés en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada 2002.
BindingSoftcover
Descriptionvi, 28p. : graphs, references, tables ; 28 cm.
ISSN1192-5434
Catalogue number
  • FB3-2/102-15E
Subject terms
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