TheHappyEater t1_ixv5lr9 wrote
What kind of metric is displayed in the last chart? Isn't there a lot of correlation between the combinations going on, i.e. if 1y/10y are inverted and 1y/2y are not, then 2y/10y will be inverted as well? What are the black and the red areas in the bottom chart?
Is the amount of inversion, like an average slope of the curve, maybe a more interesting graph?
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