01
Apr
10

Yield Curve, indicador de actividad

Bespoke Invesment tiene un breve e informativo post sobre la Yield Curve como indicador de la actividad económica.

In short, high values in the yield curve are positive for the economy, while an inverted yield curve (negative spread between long and short term rates) is a harbinger of economic weakness down the line.  While there are many variant definitions of the yield curve, for our analysis we defer to the NY Fed which defines the yield curve as the difference (in basis points) between the yield on the 10-Year and 3-Month US Treasury Note.

Link al Paper (2006) de la Fed


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