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US recession probabilities implied by the yield curve

Posted by latentframe |3 hours ago |1 comments

latentframe 3 hours ago

The interesting point is that the 10Y–3M spread is still carrying the signal despite repeated claims the post-QE regime broken the yield curve. I am curious to see if people think that term structure still gets the recession risk or if the liquidity conditions and fiscal dominance now matter more than the curve