Friday, June 5, 2009

Risk premium remains near postwar highs

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Data to the end of May.  The risk premium is measured as Moody’s Baa – Aaa yields.  See the update below.  If the general perception becomes that the world is less than halfway through a depression (see VoxEu link below), risk premium could conceivably go higher.  Credit for long-term financing remains tight but should improve near-term in the warm glowing of increasing, if possibly misplaced, confidence.

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