2. Historical Credit Spreads The Federal Reserve Bank of St. Louis has files with historical interest rates

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2. Historical Credit Spreads The Federal Reserve Bank of St. Louis has files with historical interest rates on its website at stlouisfed.org. Go to the site and find the monthly Moody’s Seasoned Aaa Corporate Bond Yield and the monthly Moody’s Seasoned Baa Corporate Bond Yield. You can calculate a credit spread as the difference between these two returns. When was the largest credit spread? The smallest? What factors do you think led to the large credit spreads and the small credit spreads?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781260013979

9th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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