Post-Powell MPR and post-SVB spreads and measures of risk/uncertainty

VIX and EPU up, inflation down and time period spreads diverge.

Determine 1: High panel: 10yr-3m Treasury unfold (blue), 10yr-2yr unfold (tan), each in %; Center panel: 5-year Treasury-TIPS unfold (purple), 5-year unfold adjusted for liquidity and danger premia (pink); Backside panel: VIX (sky blue, left scale), EPU (black, proper scale). Supply: Treasury by way of FRED, KWW following D’amico, Kim and Wei (DKW), CBOE by way of FRED,

This entry was posted on by Menzie Chinn.

#PostPowell #MPR #postSVB #spreads #measures #riskuncertainty

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