Funda malunga ne-USTreasury Yield Spread

Hlola umdwebo we-2 ukuya kwe-10 unyaka Ukusasaza ukususela ngo-1976-Okwangoku

Ukusabalala (okanye ukwahlukana) phakathi kweemveliso kwiingxelo ze- US Treasury zeminyaka emibili kunye neyeshumi kubaluleka obalulekileyo ngokuphathelele "ukuma" kweso sivuno somvuno. I-curve yesivuno imane nje isivuno kwiimbopheleleko zokukhula ezihlukeneyo-ngokuqhelekileyo ukusuka kwiinyanga ezintathu ukuya kwiminyaka engama-30 - zicwangciswe kwigrafu. Funda kabanzi malunga neziseko zeengcingo zeengcingo apha .

Abatyalomali bahlalutya umlo wesalathiso semveliso - kunye nokutshintsha kwimilo - ukufumana ingqiqo yezoqoqosho.

Xa imarike ibona indawo yokukhula okunamandla, ukunyuka kwamaxabiso okunyuka , kunye / okanye ukunyuka kwezinga lomdla kwi-Federal Reserve, i-curve isivinini. "Ukunyusa" kuthetha ukuba izivuno kwiibhondi zexesha elide zikhuphuka ngaphezu kwezivuno kwiibhondi zexesha elifutshane. (Gcina ingqalelo, amaxabiso kunye nezivuno zihamba ngendlela echaseneyo ).

Ngakolunye uhlangothi, xa abatyali-mali belindele ukukhula okukhuselekanga, ukunyuka kwamaxabiso okunciphisa kunye nomgaqo-nkqubo weFed olula, i-curve isivuno ivame ukuhlutha. Kule meko, izivuno kwiibhondi zexesha elide ziwela ngaphezu kwezivuno kwiimfuno zesikhashana. Ukukhangela ngokucace ngokukhawuleza kunye nokucwenga kungatholakala apha .

Enye yezindlela ezithandwa kakhulu ukulinganisa olu tshintsho kukulinganisa umehluko phakathi kwezivuno kumanqaku angama-2 kunye no-10 weNondyebo. Isalathisi esilandelayo ibonisa umahluko kule ndawo isasazeka kwixesha. Xa umgca kwigrafu ukhuphuka, isivuno somvuno sinyuka (ngamanye amagama, umahluko phakathi kweminyaka emi-2 ukuya kwe-10 ivuno).

Xa umgca wehla, uthetha i-curve isivuno (c.e., umahluko phakathi kweminyaka emi-2 ukuya kwe-10 ukuvunwa kwehla). Xa umgca womgca ungaphantsi kwe-zero, uthetha ukuba i-curve isivuno "iguqulwa" - okanye ngamanye amagama, imeko enqabileyo apho izibophelelo zexesha elifutshane zivumela ngaphezu kohlobo lwazo lwexesha elide.

Ngolwazi, sinokubona imicimbi eyahlukeneyo yembali yezoqoqosho eboniswe kwitshathi:

Gcina ukhumbule, ukutshintsha kweemarike zentengiso kunokukwenza ukuba isivuno siphumelele isibonakaliso esingenakusebenza - umzekelo, ukwehla kwetyala le-United States linikele ekunciphiseni kweminyaka engama-2 ukuya kwe-10 ukusasazeka ekupheleni kwee-1990 nangona uqoqosho lwenziwa ngexesha xesha.

Ukuze ufunde okungakumbi malunga nolwazi olunako-kwaye awukwazi - luya kubhikishwa kwinqanaba lomvuno, jonga i-athikisi yam ethi " Ngaba iMarike yeBond ingayichaza iSigqeba soQoqosho ?"

Jonga itshati ye-2 ukuya kwe-10 yemveliso yesityalo esasazeka apha.

Kugcine ukuhlaziywa ngoFebhuwari 2014