Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward ...

An unprecedented inversion of the U.S. yield curve led to a sharp increase in the New York Fed's recession probability estimates. A one-month Treasury bill currently yields 2.2% more than a 10-year ...

While several indices are pointing to recession probabilities, high-yield spreads are projecting 0% chance of one. Société Générale analysts fashioned a model to estimate high-frequency Bayesian ...