AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
23min chapter
Nick Givanovic: Treasury Bonds Are “Historically Unattractive” To Leveraged Investors
Forward Guidance
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.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode