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Strategies & Market Trends : January Effect 2003 -- Ignore unavailable to you. Want to Upgrade?


To: RockyBalboa who wrote (431)5/3/2003 7:59:30 AM
From: RockyBalboa  Read Replies (1) | Respond to of 666
 
An early result of the adapted model is that the US yield curve shall get steeper and therefore the lt yields surpass the european equivalents. It would also fit the phase theory that Europe lags by several quarters. That said, a new 10y spread trade may be in order and after a euro rate cut, the 10y could be easily 20, 30 points below the US equivalent.