Post-SVB gaps and uncertainty/risk measures, post-IPC publication

The break-even level for five-year treasury payments is rising. EPU up on the thirteenth, VIX down (however nonetheless excessive) at the moment. The 10yr-3mo unfold stays very adverse.

Determine 1: Prime 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 threat premia (purple); Backside panel: VIX (sky blue, left scale), EPU (black, proper scale). Supply: Treasury through FRED, KWW following D’amico, Kim and Wei (DKW), CBOE through FRED,

This entry was posted on by Menzie Chinn.

#PostSVB #gaps #uncertaintyrisk #measures #postIPC #publication

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