Episode 176: How Bond Correlations Work, When To Buy, A Simple Path And Portfolio Reviews As Of May 27, 2022
Risk Parity Radio
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Is There a Correlation Between Bonds and Bonds?
Bonds and yields seem to have topped out a few weeks ago are down between 25 and 30 basis points since then. Every time there is news about slowing or a possibility of recession, the long term yield seems to go down more. So I'm fairly confident that the observations made in this paper based on 70 years of monthly data are likely to hold in the future.
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