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Nick Givanovic: Treasury Bonds Are “Historically Unattractive” To Leveraged Investors

Forward Guidance

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Analyzing Bull Steepening and Bear Steepening Dynamics in Bond Market

This chapter delves into the dynamics of bull steepening and bear steepening in the context of interest rate movements, discussing the impact on the bond market and investment risk. The speaker shares insights on the probabilities of bull steepening versus bear steepening, influenced by current monetary policy, and potential outcomes on equity and bond markets. Various scenarios regarding the yield curve are explored, speculating on the possibility of it remaining inverted or steepening, with a focus on the implications of Federal Reserve actions.

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