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Yield Curve
Yield Curve
A Yield Curve plots the difference (or spread) between two interest rates
More about Yield Curve
Mentioned by the Following
Entities
KLS Diversified Asset Management
People
Hart Lambur
Konstantin Boehmer
Publications
A History of Interest Rates
An Introduction to Repo Markets
Analysing and Interpreting the Yield Curve
Bank Asset and Liability Management
Bond Market Securities
Capital Market Instruments
Corporate Bond Markets
Corporate Bonds and Structured Financial Products
Measuring and Controlling Interest Rate and Credit Risk
Treasury Securities and Derivatives
Experts
Hart Lambur
Konstantin Boehmer
Child Terms
Notes
Typically plots the difference between a short-term and long-term
bond
Comparing the 10-year Treasury to 2-year treasury is most common (10y-2y)
The 10y-27 has a good record of predicting economic slowdowns