This is an unemotional statistical summary and I do not claim to attribute any "fundamenatal economic" justifacation for the shape or recent changes in the shape of various segments of each Curve.
Enjoy.
Thursday, 30 September 2010
Multi Yield Curve Analysis-Update
Ahead of important US GDp numbers today, I thought it would be useful to give an update of the four main Govenmrnt Bond Yield Curves that I look at, USA, Eur, Jpy and UK.
This is an unemotional statistical summary and I do not claim to attribute any "fundamenatal economic" justifacation for the shape or recent changes in the shape of various segments of each Curve.
Enjoy.
This is an unemotional statistical summary and I do not claim to attribute any "fundamenatal economic" justifacation for the shape or recent changes in the shape of various segments of each Curve.
Enjoy.
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