The Comovement between Credit Spreads, Corporate Debt and Liquid Assets in Recent Crises

Miguel Faria-e-Castro, Samuel Jordan-Wood and Julian Kozlowski

On the Economy from Federal Reserve Bank of St. Louis

Abstract: Credit spreads rose sharply during the 2008 financial crisis and the COVID-19 crisis. But their movement with corporate debt and liquid assets differed during those two periods.

Keywords: Financial Crisis of 2008; COVID-19; corporate debt; liquid assets; credit spreads (search for similar items in EconPapers)
Date: 2021-11-09
New Economics Papers: this item is included in nep-cfn
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