过去几次recession 开始的时间 和 Yield curve inversion 的关系

来源: 雨城岁月 2023-03-21 10:25:36 [] [旧帖] [给我悄悄话] 本文已被阅读: 次 (85240 bytes)
本文内容已被 [ 雨城岁月 ] 在 2023-03-21 10:36:17 编辑过。如有问题,请报告版主或论坛管理删除.

 

https://www.statista.com/statistics/1087216/time-gap-between-yield-curve-inversion-and-recession/

The 2020 recession was the shortest and did not follow the trend of previous recessions.  12 months was the average time between the initial yield curve inversion and the beginning of a recession. For 2008 recession, the yield curve inverted initially in January 2006, which was 22 months before the start of 2008 recession. This time the 10 year and 3 month first inverted in Oct last year. see below chart: 

 

more details here: https://ycharts.com/indicators/10_year_3_month_treasury_spread

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