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Euro Yield Curve Fluctuations: Market Fluctuation and Forecast

   

Added on  2019-09-26

7 Pages1118 Words431 Views
Market fluctuation and forecast1Market Fluctuation and forecast

2Euro Yield Curve Fluctuations The yield curve represents the relationship between market interest rates and the remaining time of debt securities. The ECB publishes about 19 different yield curves. The Euro yield curve showing comparative data between 2006 -2016 as extracted from ECB site has been given below

3Short term interest rates from 2006 to 2016 is presented by the following chartAs seen by the above two curves, we find that the average yields in 2016 were significantly compared to 2011 average yields. Bond yields have declined gradually from about 4.34% in 2011 to nearly 1.11% in 2016.The interest rates used by the banks to trade their surplus or deficit funds is known as the money market rate. These rates were in peak during 2007-2008 but with the global economic and financial crisis, these rates fell steeply from 2009. Since then the money market rates have

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