00000nam##2200000za#4500 9.615988 CaOODSP 20211126112847 ta 150406|2002||||xxc||||| f|0| 0 eng|d 1192-5434 CaOODSP eng n-cn--- FB3-2/102-15E Bank of Canada. Corporate bond spreads and the business cycle / by Zhiwei Zhang. Ottawa - Ontario : Bank of Canada 2002. vi, 28p. : graphs, references, tables ; 28 cm. Working paper 1192-5434 2002-15 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. Softcover 02-27 2002-07-05 Bonds gcpds Businesses gcpds Models gcpds Stock markets gcpds Corporate bond spreads and the business cycle / (CaOODSP)9.571595 Working paper, 1192-5434 2002-15 (CaOODSP)9.514622