All about the Yield Curve
More on the J.E.C. testimony day yield curve conundrum: Dan Gross points to a terrific Smart Money article all about the yield curve.
Its a great primer about various types of Yield Curves: Normal, Steep, Inverted, Flat or Humped.
>
Source:
The
Living Yield Curve
One Bond Strategy
http://www.smartmoney.com/onebond/index.cfm?story=yieldcurve#normal
Upside-Down Interest Rates
Bad news for the U.S. that is worse news for the
world.
Daniel Gross
Slate, Friday, June 3, 2005, at 3:31 AM PT
http://www.slate.com/id/2120161/
Thursday, June 09, 2005 | 05:22 PM | Permalink
| Comments (2)
| TrackBack (0)
add to de.li.cious | 
digg this! | 
add to technorati | 
email this post
TrackBack
TrackBack URL for this entry:
https://www.typepad.com/services/trackback/6a00d8341c52a953ef00d83448c31553ef
Listed below are links to weblogs that reference All about the Yield Curve :
Comments
Since 1954 -- when fed funds data first started -- the average spread between funds and the 10 year t bond
has been 0.8%. That does include the periods of a steeply negative curve.
What is unusual is not where the yield curve is now.
Rather, it is where it was a year ago when it was over 4% -- except for a few months in 1989 that was an all time high.
Posted by: spencer | Jun 9, 2005 6:23:14 PM
The comments to this entry are closed.
