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Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread

2015-07-24: 1.39 Units of Stress  
Daily, Not Seasonally Adjusted, TYCSD678FRBCLE, Updated: 2015-07-27 1:41 PM CDT
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This chart shows the contribution of the Treasury yield curve spread to the CFSI. The spread is a useful predictor of recessions and real economic activity. It is calculated as the difference between the 3-Month and 10-Year US Treasury yields. The spread captures the combination of long-term uncertainty and short-term liquidity needed at the outset of- and during-recessionary times.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

Growth Rate Calculations | US recession dates

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(a) Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread, Units of Stress, Not Seasonally Adjusted (TYCSD678FRBCLE)
 
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Suggested Citation
Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread [TYCSD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/TYCSD678FRBCLE/, July 27, 2015.





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