Falling yield curve: Difference between revisions
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imported>Doug Williamson (Show order of curves in this situation.) |
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* [[Rising yield curve]] | * [[Rising yield curve]] | ||
* [[Positive yield curve]] | * [[Positive yield curve]] | ||
Revision as of 06:28, 19 July 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'.
