Noticias de dinero

Yield, Spreads and Uncertainty/Risk | Ecobrowser

Maturity spreads increase slightly, yield (nominal, real) decreases, and the level of risk increases. Some nominal rates have dived; real rates also, assuming that the bulk of the movement is a change in estimated future economic activity. Picture 1: Top panel: 10-3-month T-bill spread (blue), 10-2-year spread (tan), both in %; Middle panel: 5-year Treasury-TIPS

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Noticias de dinero

Spreads and measures of uncertainty/risk after the publication of the SVB, after the publication of the consumer price index

Treasury-TIPS’ five-year break-even rises. EPU rose on the 13th, VIX fell (but still elevated) today. The 10 year-3 month spread remains very negative. Picture 1: Top panel: 10-3-month T-bill spread (blue), 10-2-year spread (brown), both in %; Middle panel: 5-year Treasury-TIPS spread (purple), 5-year liquidity-adjusted spread and risk premium (red); Bottom panel: VIX (sky blue,

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