Corporate bond risk and real activity
Subtitle: an empirical analysis of yield spreads and their systematic components
By: Jorge A. Chan-Lau and Iryna V. Ivaschenko.
Contributors: Ivaschenko, Iryna V.; International Monetary Fund. International Capital Markets Dept.
Series: IMF working paper -- WP/01/158
Publisher: International Monetary Fund, International Capital Markets Department
Published: 2001
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 62
Subjects: Government securities -- United States.; Bond market -- United States.; Rate of return -- United States.; Risk -- United States.; Business cycles -- United States -- Forecasting.; Industrial productivity -- United States -- Forecasting.; Moments method (Statistics); Markov processes.
Notes: Cover title.

"October 2001"--P. [1].

Includes bibliographical references (p. 61-62).

Also available on the World Wide Web.