The 10yr-3mo term spread is remarkably synchronized for some large advanced economies.
Category Archives: financial markets
Guest Contribution: “The Fed is Back on the Curve”
Today, we present a guest post written by David Papell and Ruxandra Prodan, Professor and Instructional Associate Professor of Economics at the University of Houston.
Mortgage Spreads
Plain Vanilla Term Spread Recession Probabilities
Anxiety provoking graphs generated while prepping for lecture.
CDS’s on One Year Treasurys
Phillips/Krupa at GS note exhaustion of emergency measures to avoid the debt ceiling could arrive earlier than expected. Insurance costs have risen to above 2011 levels.
Guest Contribution: “In god we trust, all the others must bring (good) collateral”
Today, we are pleased to present a guest contribution by Miklos Vari (Banque de France). The views expressed herein are those of the author and should not be attributed to the Banque de France or the Eurosystem.
How To Calculate the Upper Bound Estimate on After Tax Real Mortgage Rates
“After tax mortgage rates are well below inflation—IOW negative real rates. A helluva deal!”
Contra this comment, the data suggests otherwise.
Spreads, Breakevens, and Risk/Uncertainty as of End-March
Buffeted by SVB, income and spending, and PCE releases.
Stress
St. Louis Financial Stress and Chicago Financial Conditions Indices.