This report 24-page by Wells Fargo Investment Institute discusses the organisation's methodology for constructing capital market assumptions (CMAs) of the various asset classes as well as the long…
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The spread between the yields on a 10-year US T-note and a 2-year T-note is commonly used as a harbinger of US recessions. We show that such “long-term spreads” are statistically dominated in…
The burgeoning stock of negative-yielding debt across the international markets has investors wondering: will it happenin the U.S.too? Given our long-standing “low for long” thesis for the global…
