金融评论: 收益率曲线的预测力

知道什么叫Yield Flattening, Dead Flat？

来源: IAM3Down4Up 于 2018-04-01 09:16:15

 

 

天朝玉：

Flat yield curve 不可怕，an inverted yield curve has more predicting power of an economic recession.

A flatter yield curve could mean investors are worried about the macroeconomic outlook. It could also be due to other reasons, long-term growth prospects now lower for the US than before because of the aging of the population, and interest rates are already historically low, yield curves will necessarily be flatter than in the past.

如果是inverted yield curve, 倒转收益率，那就要注意了，usually the economy falls into a recession within 7 to 24 months.

现在只是刚刚变平些 ～

 

 

大千股坛 04/01/2018

 

 

 

 

下图右边是今天（四月三十）的国库卷收益率曲线，总体还是上升趋势，虽然末端变平了些。