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calculatedrisk.blogspot.com - 11/16/2008

Record Spreads between 30 Year Corporate and Treasury Yields

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Here is another measure of credit stress. The following graph shows the spread between 30 year Moody's Aaa and Baa rated bonds and the 30 year treasury. The Moody's data is from the St. Louis Fed : Moody's tries to include bonds with remaining maturities as close as possible to 30 years. Moody's ...

3

crossingwallstreet.com - 11/14/2008

Corporate Bond Spreads

— crossingwallstreet.com — Here’s a fascinating look at corporate bond yields over the past 90 years. I got the data... off the Federal Reserve Bank of St. Louis’ data bank. This chart shows the yields of Moody’s index of Aaa and Baa seasoned corporate bond yields. You’ll ... (more) Corporate Bond Spreads

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Depression

Comments vote downundo vote up World Beta - Engineering Targeted Returns and Risk found this 11/14/2008found this

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norris.blogs.nytimes.com - 11/12/2008

Overreaction, or Coming Collapse?

— norris.blogs.nytimes.com — With 60 percent of junk bonds trading as if default were likely, either some bonds are good... buys or economic disaster is approaching. (more) Overreaction, or Coming Collapse?

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Comments vote downundo vote up Abnormal Returns found this 11/12/2008found this

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epicureandealmaker.blogspot.com - 11/12/2008

Et in Arcadia Ego

— epicureandealmaker.blogspot.com — The Dude: "Look, nothing is fucked, here, man." The Big Lebowski: "Nothing is fucked?! The goddamn plane... has crashed into the mountain!!" — The Big Lebowski Dealbreaker.com did a nice job yesterday quoting the I-Ching of all earthly ... (more) Et in Arcadia Ego

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Comments vote downundo vote up FT Alphaville found this 11/12/2008found this

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Calculated Risk: Record Spreads between 30 Year Corporate and Treasury Yields
J. Bradford DeLong's Grasping Reality with All Eight Tentacles — ... Calculated Risk: Record Spreads between 30 Year Corporate and Treasury Yields: Here is another measure of credit stress... the spread between 30 year Moody's Aaa and Baa rated bonds and the 30 year treasury. The Moody's data is from the St. Louis Fed.... There are periods when the spread increases because of concerns of higher [long-term corporate] default rates (like in the severe recession of the early '80s), but the recent spread is unprecedented. ...

Record Interest Rate Spreads
J. Bradford DeLong's Grasping Reality with All Eight Tentacles — ... Calculated Risk: Record Spreads between 30 Year Corporate and Treasury Yields: Here is another measure of credit stress... the spread between 30 year Moody's Aaa and Baa rated bonds and the 30 year treasury. The Moody's data is from the St. Louis Fed.... There are periods when the spread increases because of concerns of higher [long-term corporate] default rates (like in the severe recession of the early '80s), but the recent spread is unprecedented. ...