Lu
2024-07-25 22:11流動(dòng)性預(yù)期理論
Assuming investors require liquidity premiums, how can a yield curve slope downward? What does this imply about forward rates?”Tyo answers, “Even if investors require compensation for holding longer-term bonds, the yield curve can slope downward—for example, if there is an expectation of severe defl
所屬:CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Vincent助教
2024-08-20 19:46
該回答已被題主采納
你好
如果預(yù)期的未來短期利率大幅下降,幅度超過流動(dòng)性溢價(jià)補(bǔ)償 的時(shí)候,利率曲線是向下的。
