Yield curve probabilities

29Nov05

Jennifer Hughes at FT.com follows up on the yield curve inversion of yesterday. It is interesting to note that the forward Eurodollar curve has already inverted in 2006.

Speaking of the Fed, macroblog updates their calculations on Fed Fund rates implied by the futures market. The market is still expecting, with at least an 80% probability, rate rises to 4.25% and 4.50% at the December and January meetings.

2005 has been the year of the popular economics book. Catallarchy has an interview with Tim Harford, author of The Undercover Economist: Exposing Why the Rich Are Rich, the Poor Are Poor – and Why You Can Never Buy a Decent Used Car!.



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