Chanced upon this interesting web page. https://www.newyorkfed.org/research/capita...
Reply to @bgting : Thanks, was analysis previously too. Good thing is its chart is since 1960s
They were discussing if it's a mistake with the Feb. I think it's a better gauge if u compare US 2 yr bond and 10yr note
Reply to @ivanhoe : I'm trying out using 10yrs vs 3mths. The Fed was saying due to lack of inflation, the yield curve flattening cannot be used as a recession indicator for current yield curve flattening
Very interesting concept... pls update us
Reply to @YokeMing : no problem, will find some time to do this =)
Chanced upon this interesting web page.
https://www.newyorkfed.org/research/capita...
Reply to @bgting : Thanks, was analysis previously too. Good thing is its chart is since 1960s
They were discussing if it's a mistake with the Feb. I think it's a better gauge if u compare US 2 yr bond and 10yr note
Reply to @ivanhoe : I'm trying out using 10yrs vs 3mths. The Fed was saying due to lack of inflation, the yield curve flattening cannot be used as a recession indicator for current yield curve flattening
Very interesting concept... pls update us
Reply to @YokeMing : no problem, will find some time to do this =)