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This explanation depends on the notion that the economy faces more uncertainties in the distant future than in the near term.

This effect is referred to as the liquidity spread.

This function Y is called the yield curve, and it is often, but not always, an increasing function of t.

Yield curves are used by fixed income analysts, who analyze bonds and related securities, to understand conditions in financial markets and to seek trading opportunities.

First, it may be that the market is anticipating a rise in the risk-free rate.

If investors hold off investing now, they may receive a better rate in the future.

Yield curves are usually upward sloping asymptotically: the longer the maturity, the higher the yield, with diminishing marginal increases (that is, as one moves to the right, the curve flattens out).

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The shape of the yield curve is influenced by supply and demand: for instance, if there is a large demand for long bonds, for instance from pension funds to match their fixed liabilities to pensioners, and not enough bonds in existence to meet this demand, then the yields on long bonds can be expected to be low, irrespective of market participants' views about future events. The shape of the yield curve indicates the cumulative priorities of all lenders relative to a particular borrower (such as the US Treasury or the Treasury of Japan), or the priorities of a single lender relative to all possible borrowers. More formal mathematical descriptions of this relation are often called the term structure of interest rates.Wir verwenden Cookies, um Inhalte zu personalisieren, Werbeanzeigen maßzuschneidern und zu messen sowie die Sicherheit unserer Nutzer zu erhöhen.

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For instance, in November 2004, the yield curve for UK Government bonds was partially inverted.