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

Author

Listed:
  • Miguel Faria-e-Castro
  • Samuel Jordan-Wood
  • Julian Kozlowski

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.

Suggested Citation

  • Miguel Faria-e-Castro & Samuel Jordan-Wood & Julian Kozlowski, 2021. "The Comovement between Credit Spreads, Corporate Debt and Liquid Assets in Recent Crises," On the Economy 94046, Federal Reserve Bank of St. Louis.
    • Handle: RePEc:fip:l00001:94046
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    File URL: https://www.stlouisfed.org/on-the-economy/2021/november/comovement-credit-spreads-debt-assets-crises
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    Keywords

    Financial Crisis of 2008; COVID-19; corporate debt; liquid assets; credit spreads;
    All these keywords.

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