Finding 5181Emerging EvidenceValidation V0
Surprisingly, liquidity premia surge sharply during market stresssuch as the global financial crisis and COVID-19while credit premia generally remain stable, with their weak negative correlation highlighting different underlying market pressures.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
Surprisingly, liquidity premia surge sharply during market stresssuch as the global financial crisis and COVID-19while credit premia generally remain stable, with their weak negative correlation highlighting different underlying market pressures.
key_findings bullet 2 · key_findings
Inspect source: Joint estimation of liquidity and credit risk premia in bond prices with an application →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.