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Navigation: Home » Archives for Treasuries

Treasuries

Long Run Yield Curve Inversions, Illustrated (1871-2018)

Economics     May 1, 2018 by PK

On this page we examine the history of the relationship between long term and short term government debt yields in the United States. We’re especially interested in when the yield curve inverts – or short term borrowing costs exceed longer term costs. In a recent inflation article, we examined the yield curve measured by the […]

Inflation Expectations for the End of October 2015

Economics     November 2, 2015 by PK

One series that DQYDJ likes to follow quite often is the market’s current stance towards expected inflation over the next 5-30 years. It’s an easy calculation to make – you subtract the real, inflation adjusted yield from non-inflation adjusted yields – the missing factor is ‘CPI‘, or what CPI the market expects over the next […]

Inflation Expectations and Yields Take a Turn

Investing     June 10, 2015 by PK

This is a series we revisit pretty often because… well, it’s so interesting.  As we’ve pointed out in the past, you can get pretty-much-realtime estimates about the market’s inflation expectations by subtracting the yield on inflation adjusted instruments from the yields on treasuries.  That, of course, leaves you with ‘expected CPI’, which is one of […]

Market Predictions of Future Inflation, As of May 2015

Personal Finance     May 4, 2015 by PK

One of the interesting things you can do with Treasury yield data is get a feel for what the markets expects to see in terms of inflation over the next thirty years or so.  By subtracting real (read: after inflation) yields on inflation protected securities from the yield on non inflation protected securities, you can […]

Risk vs. Reward in Corporate Bonds and Stock Returns

Personal Finance     January 15, 2014 by PK

When we published our real expected return research on BBB and AAA corporates (as rated by Moody’s) and Treasuries, we knew we’d leave readers a bit wanting.  Although we had wanted to take that piece further, we were limited by the data available to us and our sad lack of a research assistant (if you’re […]

Expected Real Returns on BAA, AAA, and 10 Year Treasuries

Investing     December 23, 2013 by PK

If you recall, in our last article we calculated historical risk spreads between various asset classes.  Not content to leave that topic in an unfinished state, here’s the results of some further calculations – this time looking at debt vis-a-vis itself – we compare last week’s asset classes to inflation expectations at the time… (Oh, […]

Treasury Return Calculator, With Coupon Reinvestment

Economics  Investing     January 27, 2013 by PK

The Treasury Return Calculator below uses long run 10-year Treasury Data from Robert Shiller to compute returns based on reinvesting the coupon payments.  You can see the total returns for the 10 Year Treasury for any arbitrary period from 1871 until today. (If you are looking for a similar calculator for the S&P 500 with […]

What Sort of Inflation Expectations Does the Market Have?

Economics     August 6, 2012 by PK

One important thing to have an idea of – for personal and business reasons – is the amount of inflation expected in the future. Think about it – by having a reasonable number to plan for the erosion of the value of your money, you will better be able to make decisions on what loans to take out, what purchases to make, and how to invest.

Luckily for you, there are a few ways to gauge these predictions, which don’t resort to guessing, praying, or going to a fortune teller. The methods are also more sophisticated than taking the last few years worth of data, drawing a trend line, and attempting to extrapolate future results.

The Risk of Not Enough Risk

Investing     September 2, 2009 by PK

How did you react to the stock market’s (defined, in my mind, as the S&P 500 index) recent precipitous drop? If you’re like many investors, you moved out of ‘risky’ assets such as stocks and into ‘safe’ assets such as money market funds and stable value funds. Unfortunately, the seeming safety of fixed income investments is a mirage… hidden forces, such as the danger of inflation, make ‘safe’ investments less safe than first glance. Paradoxically, the recent movement to safer portfolios has put many people at risk for a reduction in the real value of their money in inflation adjusted dollars.

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