Inverted yield curve: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson (Update - source - Association of Corporate Treasurers - email from Naresh Aggarwal 16 Feb 2022.) |
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An inverted yield curve is a situation where securities with short-term maturities attract higher interest rates and yields than those with longer-term maturities. | |||
Also known as a 'falling yield curve' or an 'inverse' or 'negative' yield curve. | Also known as a 'falling yield curve' or an 'inverse' or 'negative' yield curve. | ||
It is so called because the term premium is negative. | |||
== See also == | == See also == | ||
* [[Flat yield curve]] | |||
* [[Forward yield]] | * [[Forward yield]] | ||
* [[Par yield]] | * [[Par yield]] | ||
* [[Positive yield curve]] | * [[Positive yield curve]] | ||
* [[Rising yield curve]] | * [[Rising yield curve]] | ||
* [[Term premium]] | |||
* [[Yield curve]] | |||
* [[Zero coupon yield]] | |||
[[Category:The_business_context]] | |||
[[Category:Corporate_finance]] | |||
[[Category:Investment]] | |||
[[Category:Long_term_funding]] | |||
Latest revision as of 14:53, 16 February 2022
An inverted yield curve is a situation where securities with short-term maturities attract higher interest rates and yields than those with longer-term maturities.
Also known as a 'falling yield curve' or an 'inverse' or 'negative' yield curve.
It is so called because the term premium is negative.
