Table 1
Summary Statistics for Yield Spreads in SCM Long-Term Corporate Bond Indices for the
|
August 1976 to July 2001 Period |
The yield spread is the difference between the yield on a long-term index and the yield on the
constant maturity, long-term Government of Canada index. The relative spread is the ratio of
the yield on a long-term index to the yield on the constant maturity, long-term Government of
Canada index. Data for the AAA indices are available only until March 1993.
|
No. of |
Mean of Std. Dev. Of Mean of Std. Dev. Of Credit Spread Credit Spread Relative Spread Relative Spread |
|
AAA 200 |
0.5761 0.3050 1.0559 0.0331 |
|
AA 300 |
0.6350 0.3184 1.0716 0.0434 |
|
A 300 |
0.8612 0.3533 1.0980 0.0548 |
|
BBB 300 |
1.5359 0.7916 1.1842 0.1266 |
35
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