Falling yield curve: Difference between revisions
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imported>Doug Williamson (Align with other similar termsf) |
imported>Doug Williamson (Classify page.) |
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== See also == | == See also == | ||
* [[Flat yield curve]] | |||
* [[Forward yield]] | * [[Forward yield]] | ||
* [[ | * [[Inversion]] | ||
* [[Par yield]] | * [[Par yield]] | ||
* [[Positive yield curve]] | |||
* [[Rising yield curve]] | |||
* [[Yield curve]] | * [[Yield curve]] | ||
* [[ | * [[Zero coupon yield]] | ||
[[Category:The_business_context]] | |||
[[Category:Long_term_funding]] | |||
[[Category:Cash_management]] | |||
[[Category:Financial_products_and_markets]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 12:58, 11 June 2020
This means that prevailing market yields are lower for longer maturities.
In this situation par yields are the highest, zero coupon yields are lower than the par yields, and the forward yields are the lowest of all.
Also known as a 'negative' yield curve or an 'inverted' or 'inverse' yield curve.
