What S&P Did. (user search)
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  What S&P Did. (search mode)
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Author Topic: What S&P Did.  (Read 2623 times)
Torie
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Political Matrix
E: -3.48, S: -4.70
« on: August 08, 2011, 10:10:44 AM »
Interesting analysis, but too few data points, to allow one to assume that the equities prices are perfectly negatively correlated with bond prices over this period, with a constant "slope" as it were. A better measure would be the spread between Treasuries and government bonds in countries that are still AAA.
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