Forward Guidance Althea Spinozzi on Stagflation, Term Premia, and Ultra Long-Duration Bonds
Nov 3, 2023
Discussion on bear market in long-duration treasuries, foreign demand for US Treasuries and complications of hedging, hedging costs and yield curves, the state of US and European economies, and building a barbell portfolio with short and long maturities.
Chapters
Transcript
Episode notes
1 2 3 4 5 6
Introduction
00:00 • 3min
The Impact of Term Premium on Risk
03:11 • 12min
Foreign Demand for US Treasuries and Complications of Hedging
14:48 • 4min
Hedging Costs and Yield Curves
19:05 • 13min
The State of US and European Economies: Bond Markets and Interest Rates
32:10 • 14min
Bearish Stance on Bonds and Building a Barbell Portfolio
45:45 • 3min