US recession probabilities implied by the yield curve

(stlouisfed.org)

1 points | by latentframe 4 hours ago

1 comments

  • latentframe 4 hours ago
    The interesting point is that the 10Y–3M spread is still carrying the signal despite repeated claims the post-QE regime broken the yield curve. I am curious to see if people think that term structure still gets the recession risk or if the liquidity conditions and fiscal dominance now matter more than the curve