Posts in Aaa
Chart: Summary Statistics: Baa/Aaa-Treasury Credit Spreads (1925-present)
- 19 August 2026
Monthly Baa-Treasury and Aaa-Treasury credit spreads, with NBER recessions shaded.
Chart: Figure 2 (Aaa variant): Credit-Market Sentiment and GDP Growth (1929-present, extended)
- 19 August 2026
Aaa-spread extension of Figure II through the most recent available data.
Chart: Figure 2 (Aaa variant): Credit-Market Sentiment and GDP Growth (1929-2015)
- 19 August 2026
Analogous to Figure II, using the Aaa (instead of Baa) corporate bond spread as the credit-spread component of sentiment.
Chart: Figure 1 (Aaa variant): Aaa-Treasury Credit Spread (1925-2025, extended)
- 19 August 2026
Aaa-spread extension of Figure I through the most recent available FRED data.
Chart: Figure 1 (Aaa variant): Aaa-Treasury Credit Spread (1925-2015)
- 19 August 2026
Analogous to Figure I, using the Aaa (instead of Baa) corporate bond spread.