Posts filed under “Fixed Income/Interest Rates”

Corp Bonds 1830-2005

My colleague Charles Nenner has been painstakingly analyzing data, some of which goes back hundreds of years. (I will make these available as additional data is complied and analyzed).

Here’s the first slice of historical data: Almost 2 centuries of corporate bond yields. The impact of WWII is apparent, as is the subsequent inflation spike (1960/70s) and reversal (1980/90s).


Corp Bonds 1830-2005

Corp_bonds_18302005

Source: Charles Nenner, Cycle Forecaster

<spacer>

This looks like one giant mean reverting system . . .

Category: Fixed Income/Interest Rates

Greenspan: Yield Curve ‘No Longer Useful’ Gauge Of Economy

Category: Economy, Fixed Income/Interest Rates

Economists React to Fed

Category: Economy, Fixed Income/Interest Rates, Inflation

ex-Inflation, There is No Inflation

Category: Commodities, Economy, Fixed Income/Interest Rates

Inflation Roundup

Category: Commodities, Economy, Fixed Income/Interest Rates

Inflation/Shminflation

Category: Commodities, Economy, Fixed Income/Interest Rates, Markets

CPI versus Core Inflation

Category: Economy, Fixed Income/Interest Rates

The History of Inflation ex-inflation

Category: Economy, Fixed Income/Interest Rates

Parsing the Fed

Category: Economy, Fixed Income/Interest Rates

Deficits and Interest rates

Category: Economy, Fixed Income/Interest Rates