Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds

Keyphrases

• Secondary Market 100%
• Corporate Credit Facilities 100%
• Yankee Bonds 100%
• Relative Yield 50%
• Default Risk 50%
• Yield Spread 50%
• Illiquidity Risk 50%
• Risk Measures 25%
• Short Maturity 25%
• Issuer 25%
• Credit Rating 25%
• Long Maturity 25%
• U.S. Bonds 25%
• Investment-grade Bonds 25%
• Federal Reserve Secondary Market Corporate Credit Facility 25%
• Foreign Issuers 25%
• U.S. Investments 25%
• Relative Spread Index 25%

Economics, Econometrics and Finance

• Yield Curve 100%
• Credit Rating 50%