Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread

2014-08-25: 1.426 Units of Stress (+ see more) 
Daily, Not Seasonally Adjusted, TYCSD678FRBCLE, Updated: 2014-08-26 2:26 PM CDT
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This chart shows the contribution of the Treasury yield curve spread to the CFSI. The spread is a useful predictor of recessions and real economic activity. It is calculated as the difference between the 3-Month and 10-Year US Treasury yields. The spread captures the combination of long-term uncertainty and short-term liquidity needed at the outset of- and during-recessionary times.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread, Units of Stress, Not Seasonally Adjusted (TYCSD678FRBCLE)
This chart shows the contribution of the Treasury yield curve spread to the CFSI. The spread is a useful predictor of recessions and real economic activity. It is calculated as the difference between the 3-Month and 10-Year US Treasury yields. The spread captures the combination of long-term uncertainty and short-term liquidity needed at the outset of- and during-recessionary times.

Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread
   

  

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