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yzlh6789
14 lug 2019 19:04

Bond Yield Recession Indicator 

United States 3 Month Government Bonds YieldTVC

Descrizione

This model uses the difference between 10-year and 3-month Treasury rates to calculate the probability of a recession in the United States twelve months ahead.
By a simple gimpse, it has been correct for the last two recessions of 2000 and 2008.

newyorkfed.org/research/capital_markets/ycfaq.html
fred.stlouisfed.org/series/T10Y3M

Note di rilascio

v2
Commenti
yzlh6789
Again, it predicted Feb 2020 crash 11 months ahead on Mar 18 2019. To view the current readings, you have to add this indicator to your SPX chart (or any other chart you like to use as a comparison)
vik0q
Interesting, indicator doesnt work the US03MY is probably not retrieved.
yzlh6789
@vik0q, the US03MY quote is free in TV, It does work if you add this indicator in your own SPX chart
The preview graph just does not show recent readings
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