Sentences with phrase «of the yield curve»

«The short end of the yield curve doesn't act like the middle or the long end,» he says.
The shape of the yield curve changes in accordance with the state of the economy.
While the slope of the yield curve today may point to more modest returns in future years, we believe the bull market still has room to run.
Different economic conditions can impact various parts of the yield curve differently.
The shape of the yield curve changes in accordance with the state of the economy.
For example, it is often useful to view the short - end of the yield curve as being primarily influenced by growth, with the long - end mostly reflecting inflation expectations.
And last week two widely followed economists openly debated each other on the reliability of the yield curve in the current environment.
Active bond managers focused on the short end of the yield curve did far better than their counterparts focused on equities and other pockets of the bond markets.
And I think you had that back then, and that was a period where you sustained that kind of yield curve with a healthy economy.
While the slope of the yield curve today may point to more modest returns in future years, we believe the bull market still has room to run.
As the term «normal» suggests, this is the most common type of yield curve.
There is no reason why their returns should be considered together, without a model of yield curve spreads, corporate spreads, and equity financing spreads.
The global yield curve is a 12 - month moving average of the yield curves of the 6 countries, each weighted by their GDP.
But despite these shifts in bond market sentiment, these two different sides of the yield curve debate remain at odds.
That said, my recent 2 - part series on the shape of the yield curve suggested that the curve shape was the sort where we often get negative surprises.
The shape of the yield curve gives an idea of future interest rate changes and economic activity.
During those times the slope of the yield curve tells you a lot, and credit spreads tell you a lot as well.
The experts can agree neither on which way interest rates will go next nor on what the shape of the yield curve means for interest rates in the future.
Almost every segment of the yield curve is flatter now than at any time over the past 10 - year period (see Exhibit 2).
The term structure of interest rates and the direction of the yield curve can be used to judge the overall credit market environment.
Now, eighteen months later, what is the verdict of the yield curve on the cycle?
These rapid changes in the shape of the yield curve marked the peak in the business cycle.
There are several different formations of yield curves: normal (with a «steep» variation), inverted and flat.
This has narrowed the spread between these two extremes of the yield curve.
Investment grade limited maturity municipal bonds, taking advantage of yield curve and price anomalies.
My, but haven't we had interesting times in the short end of the yield curve lately.
That would help to isolate the separate effects of yield curve shape and yield curve height.
The stock in trade of the yield curve strategist is bond mathematics.
Note: In this analysis I am using the difference between the 10 - year yield and 1 - year yield as the measurement of the yield curve.
If you hold a broadly diversified bond portfolio, you'll probably have exposure to all parts of the yield curve.
Also, I've mentioned previously that the long end of the yield curve today is probably being influenced by international forces, as rates are lower overseas.
I thought that it was supply and demand that determines the slope of the yield curve.
The important idea is that the relative performance of a barbell strategy will depend on how the shape of the yield curve changes.
Operating at the short - end of the yield curve doesn't do much good since those rates can't come down any further.
The shape of the yield curve will be an important indicator of things to come.
A flattening of the yield curve means longer - term rates are falling in comparison to short - term rates, which could have implications for a recession.
It is nowhere near an inversion of the yield curve — probably years away.
The higher inflation will «likely lead to a steepening of the yield curve as long - term rates incorporate higher inflation expectations.
Negative Feedback Loops «The steepness of the yield curve holds a long - standing correlation with currency weakness,» a report by Bank of America Merrill Lynch global research says.
The spread between the two - year note yield and the 10 - year note yield, a widely - watched measure of the yield curve, narrowed to 42.8 basis points, the tightest since September 2007.
You would be speculating on different points of the yield curve as your bond aged.
Given the rising interest rate environment as a result of stronger economic growth, they believe that, in the current market, positioning the fund along the intermediate portion of the yield curve provides investors less interest rate sensitivity than longer duration portfolios.
At their March meeting, Fed officials generally agreed that the current degree of flatness of the yield curve was not unusual by historical standards,» according to the meeting minutes.
Fixed - income: Regardless of country or supra - national market, the fixed - income fund should have holdings throughout the entire length of the yield curve (most available maturities), as well as being a mix of government, municipal (general obligation), corporate and high - yield bonds.
The long end of the yield curve underperformed during the month of January.

Phrases with «of the yield curve»

a b c d e f g h i j k l m n o p q r s t u v w x y z