Contributions to the Cleveland Financial Stress Index: Commercial Real Estate Spread

2014-11-25: 3.252 Units of Stress (+ see more) 
Daily, Not Seasonally Adjusted, CRESD678FRBCLE, Updated: 2014-11-26 2:26 PM CST
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This chart shows the contribution of the commercial real estate spread to the CFSI. This spread is measured as the difference between the price of commercial property (NCREIF Commercial Property Index) and 20-Year US treasury. It captures the risk associated with investing in commercial real estate relative to a risk free instrument.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Commercial Real Estate Spread, Units of Stress, Not Seasonally Adjusted (CRESD678FRBCLE)
This chart shows the contribution of the commercial real estate spread to the CFSI. This spread is measured as the difference between the price of commercial property (NCREIF Commercial Property Index) and 20-Year US treasury. It captures the risk associated with investing in commercial real estate relative to a risk free instrument.

Contributions to the Cleveland Financial Stress Index: Commercial Real Estate Spread
   

  

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Suggested Citation
Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Commercial Real Estate Spread [CRESD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/CRESD678FRBCLE/, November 26, 2014.





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