getCreditMarkets {stressr}

Get credit markets stress components

Description

Downloads FRB financial stress index component data.

Usage

getCreditMarkets(s = NULL)

Arguments

s

the list of class stress from previous queries, or NULL to perform new query

Details

Downloads the Cleveland FRB data products for financial stress index components daily time series. Component values include

• liquidity spread

• covered interest spread

• commercial paper - t-bill spread

• treasury yield curve spread

• coporate bond spread

Value

A list of class stress

See Also

getStressData getEquityMarkets getFundingMarkets getForeignExchangeMarkets getRealEstateMarkets getSecuritizationMarkets

Examples

## Not run: 
getCreditMarkets()

## End(Not run)