Posts in Credit Spread

Chart: Summary Statistics: Baa/Aaa-Treasury Credit Spreads (1925-present)

• 19 August 2026
Summary Statistics , Credit Spread , Baa , Aaa , Fred
FRED Office of Financial Research

Monthly Baa-Treasury and Aaa-Treasury credit spreads, with NBER recessions shaded.

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Chart: Figure 1: Baa-Treasury Credit Spread (1925-2025, extended)

• 19 August 2026
Credit Spread , Baa , Figure 1 , Extension
FRED Office of Financial Research

Extension of Figure I past the paper’s 2015 sample end, through the most recent available FRED data.

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Chart: Figure 1: Baa-Treasury Credit Spread (1925-2015)

• 19 August 2026
Credit Spread , Baa , Figure 1
FRED Office of Financial Research

Interactive replication of Figure I: the monthly Baa-Treasury credit spread over the 1925-2015 sample, with NBER recessions shaded.

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Chart: Figure 1 (Aaa variant): Aaa-Treasury Credit Spread (1925-2025, extended)

• 19 August 2026
Credit Spread , Aaa , Figure 1 , Extension
FRED Office of Financial Research

Aaa-spread extension of Figure I through the most recent available FRED data.

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Chart: Figure 1 (Aaa variant): Aaa-Treasury Credit Spread (1925-2015)

• 19 August 2026
Credit Spread , Aaa , Figure 1 , Extension
FRED Office of Financial Research

Analogous to Figure I, using the Aaa (instead of Baa) corporate bond spread.

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