Posts filed under “Fixed Income/Interest Rates”
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
Source: Charles Nenner, Cycle Forecaster
This looks like one giant mean reverting system . . .
Category: Fixed Income/Interest Rates