还牛？！老蛇的图没好好读吧？

Poo

顺带问老蛇个问题。见图内

about 10 year yield curve at the bottom picture

Cobra

那是3 month T bill yield.

Poo

那是3 month T bill yield.
Cobra 发表于 2010-4-28 13:33

oh, even that, I was still expect to see spikes during the 2007-08 market down. why not?

thanks

Cobra

oh, even that, I was still expect to see spikes during the 2007-08 market down. why not?

than ...
Poo 发表于 2010-4-28 13:39

    Sorry，看错了，那是10年yield : 2年yield，这是yield curve的标准定义。是曾经有段时间，Yield是倒的。

xchen9

when we talk about y-curve, tradition we mean spread between 30 year yield and 2 year yield, ,as of 2003, the us  suspend to issue 30 year long bond , people develop the 10 year yield and two year yield as Y- curve. but for MBS market. Y-curve is always mean spread between 10 year and 2 year. Y-curve was steepest at 348 point in 1992 and negative 65 points  in 2002.

bilko540

爱在雨中

货币市场对股市总是有影响的。这个帖子我很感兴趣。谢谢。