Sentences with phrase «direction of the yield curve»
Not exact matches
If yield curves moving in a parallel direction means the monthly changes at different points in the curve never vary by more than 0.15 %, it means that monthly changes in yield curves are parallel roughly 70 % of the time.
http://alephblog.com/
In other words, when the high - yield and emerging bond market is in distress, VIX goes up and the VIX futures curve flips from contango to backwardation, which causes VIX futures to move even further in the opposite direction of the high - yield and emerging market bonds.
The Markets Telling Curves: What Bond Yields Reveal About the Markets Studies have shown that the overall pattern of interest rate movements can provide an indication of the direction of future economic activity, as well as the markets themselves.