One Year In: What Did Putin’s Gambit Do to Spreads, Uncertainty, and Activity?
Bluntly put, term spreads moved toward inversion, and inflation expectations adjusted for premia increased. VIX has been elevated since February ...
Tag: Spreads
Recession Probabilities Incorporating Foreign Term Spreads
Foreign term spreads in several major financial centers have inverted (you can see the yield curves here). What is the ...
Maximum AUROC Spreads as of 12/25/2022: Recession Ahead, and If So, When?
In 2019, Fed economist David Miller undertook a comprehensive assessment of term spread predictive power for recessions (There is No ...
