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Yield curve as an indicator of bonds issuers' default risk

Author

Listed:
  • Leonov Sergey V.

    (Ukrainian Academy of Banking of the National Bank of Ukraine)

Abstract

The article analyzes the yield curve as a macroeconomic indicators, which enables to estimate the systematic risk of investing in bonds. For the purposes of analysis considered yield to maturity T-bills. It is shown that the type of yield curve to these debt instruments determines the state of the economy and acts as an indicator of bond issuers' default risk.

Suggested Citation

  • Leonov Sergey V., 2012. "Yield curve as an indicator of bonds issuers' default risk," Business Inform, RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS (KHARKIV, UKRAINE), Kharkiv National University of Economics, issue 8, pages 167-169.
  • Handle: RePEc:idp:bizinf:y:2012:i:8:p:167_169
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