Verfügbarkeit: Corporate Bond Risk and Real Activity

Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and their Systematic Components

This paper finds that the yield spread of investment-grade bonds relative to Treasuries, a proxy of default risk, predicts marginal changes in industrial production in the United States up to 12 months in the future, even upon controlling for a commonly used predictor such as the commercial paper sp...

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1. Verfasser:	Ivaschenko, Iryna V. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2001
Schriftenreihe:	IMF Working Papers Working Paper No. 01/158
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This paper finds that the yield spread of investment-grade bonds relative to Treasuries, a proxy of default risk, predicts marginal changes in industrial production in the United States up to 12 months in the future, even upon controlling for a commonly used predictor such as the commercial paper spread. The paper also finds that systematic risk factors associated with the yield spread of investment-grade bonds to a variety of risk-free benchmarks - Treasuries, agency bonds, and AAA-rated bonds - have significant predictive content for future growth rate of industrial production at 3 to 18 months forecasting horizon, both in- and out-of-sample. Finally, a regime-switching estimation shows that the systematic risk component is also able to capture ""industrial production business cycle"" well
Beschreibung:	1 Online-Ressource (62 p)
ISBN:	1451857586 9781451857580

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spelling	Ivaschenko, Iryna V. Verfasser aut Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components Ivaschenko, Iryna V Washington, D.C International Monetary Fund 2001 1 Online-Ressource (62 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 01/158 This paper finds that the yield spread of investment-grade bonds relative to Treasuries, a proxy of default risk, predicts marginal changes in industrial production in the United States up to 12 months in the future, even upon controlling for a commonly used predictor such as the commercial paper spread. The paper also finds that systematic risk factors associated with the yield spread of investment-grade bonds to a variety of risk-free benchmarks - Treasuries, agency bonds, and AAA-rated bonds - have significant predictive content for future growth rate of industrial production at 3 to 18 months forecasting horizon, both in- and out-of-sample. Finally, a regime-switching estimation shows that the systematic risk component is also able to capture ""industrial production business cycle"" well Online-Ausg Chan-Lau, Jorge A. Sonstige oth http://elibrary.imf.org/view/IMF001/01379-9781451857580/01379-9781451857580/01379-9781451857580.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Ivaschenko, Iryna V. Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components
title	Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components
title_auth	Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components
title_exact_search	Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components
title_exact_search_txtP	Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components
title_full	Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components Ivaschenko, Iryna V
title_fullStr	Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components Ivaschenko, Iryna V
title_full_unstemmed	Corporate Bond Risk and Real Activity An Empirical Analysis of Yield Spreads and their Systematic Components Ivaschenko, Iryna V
title_short	Corporate Bond Risk and Real Activity
title_sort	corporate bond risk and real activity an empirical analysis of yield spreads and their systematic components
title_sub	An Empirical Analysis of Yield Spreads and their Systematic Components
url	http://elibrary.imf.org/view/IMF001/01379-9781451857580/01379-9781451857580/01379-9781451857580.xml
work_keys_str_mv	AT ivaschenkoirynav corporatebondriskandrealactivityanempiricalanalysisofyieldspreadsandtheirsystematiccomponents AT chanlaujorgea corporatebondriskandrealactivityanempiricalanalysisofyieldspreadsandtheirsystematiccomponents

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