New research presented at the Kansas City Fed's annual research conference in Jackson Hole questions the long-held belief that U.S. Treasuries are the world's 'safe haven' securities. The study suggests that during and after the COVID-19 pandemic, Treasuries behaved similarly to debt issued by other countries and big corporations.
Key Points
U.S. Treasuries exhibited behavior similar to debt issued by other countries and corporations during the COVID-19 pandemic.
Investors did not flock to Treasuries during the pandemic, raising questions about their 'safe haven' status.
The Federal Reserve's response to the spike in Treasury yields was questioned in the research.