Content: yield curve
Related Tags: Interest rates, Spy, Inflation, Yield curve steepness, Implied volatility, Yields, Federal reserve, Economy, Rate equity correlation, Inverted yield curve, Options, Tlt, Treasury notes, Government stimulus, Deflation, Yield curve shape, Yield, Vix.
Equity volatility might seem to have little to do with the level or shape of interest rates, but after a bit of exploration we might be able to draw some solid conclusions.
Every few months I draw the spotlight on long-term US interest rates as they approach a long held barrier. Thirty year treasury yields have not been above 4.8% since the fall of 2007 but have...
The Treasury yield curve, which measures the rate difference between shorter and longer term Treasury securities reached its steepest this morning. A steep yield curve is usually a sign of an...
Great animated chart that shows the relationsip between the yield curve and the S&P 500 over time. Well worth 2 minutes.