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/biz/ - Business & Finance

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>> No.56181823 [View]
File: 47 KB, 913x538, yield of additional term tacked onto prior bond maturity..png [View same] [iqdb] [saucenao] [google]
56181823

>>56181746
>>56181786
I really should have just presented the data as a delta centered at 0. easier to look at
I'm really just looking at the math of how the
>tide comes in
on an inverted yield curve.

>6 month shows a contraction priced in going from JULY to AUG

>2yr, 5yr, 10yr from AUG still show contraction, but less priced in as in JULY, meaning a higher likelihood the contraction will have been digested by these maturities.

>December 2007
The SP500 started dumping 4 quarters before the GDP contraction in 2008.

please try to understand the autism. do not fight it.

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