The Corporate Spread Curve and Industrial Production in the United States
By:Jorge A. Chan-Lau,Iryna V. Ivaschenko
Published on 2002-01-01 by International Monetary Fund
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 curve can explain the cumulative growth rate of industrial production over 3- to 48-month horizons, and the marginal growth rate over 6- to 18-month horizons. Unlike other financial variables, the corporate spread curve has been a stable predictor of real activity for the last fifteen years.
This Book was ranked at 10 by Google Books for keyword explaining international production.
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