Explain why a flight to quality occurred following the subprime collapse and how this affected the interest rates on lower-quality corporate bonds and Treasury bonds?

Explain why a flight to quality occurred following the subprime collapse and how this affected the interest rates on lower-quality corporate bonds and Treasury bonds?



Flight to quality - as market collapsed, bond issuers were deemed more likely to default, increased risk made Treasuries more attractive. Interest rates on low quality corporates went up, rates on Treasuries went down.


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