Endpoint · researchGETstationfx.com /economic-data/cross-signal/credit-stress-composite-hy-ig-spread ?date_from=2024-01-01&date_to=2024-12-31&fmt=json
High-yield OAS minus investment-grade OAS — isolates the incremental risk premium for lower-quality credit.
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High-yield OAS minus investment-grade OAS — isolates the incremental risk premium for lower-quality credit. Widens when credit stress is concentrated in weaker issuers. Use for credit differentiation analysis and stress regime detection. Pre-computed daily from BofA index data.Overview
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