Falling yield curve: Difference between revisions
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Also known as a 'negative yield curve'. | Also known as a 'negative' yield curve or an 'inverted' or 'inverse' yield curve. | ||
Revision as of 09:58, 2 November 2016
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.
