主题：【原创】联储新动向：阉割版QE3还是扩大版的扭曲操作？ -- 种植园土
大批长期国债、房债会大幅贬值，那就亏大发了
long term risk free rate is not determined by FOMC meeting decision. FOMC meeting usually decides the O/N inter-bank rates.
Long term treasury rates are determined by domestic and foreign investors who are interested in those kind of long-term securities.
In Canada, between late 2010 and 2012, short-term rates were increased by BoC(currently, O/N rate is 1%), but 5-year/10-year/30-year treasury rate were depressed by flooding foreign money.
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🙂借短期资金购长债？ 田雨 字42 2012-03-07 20:47:29
🙂没看懂，短期利率不是一直都低于长期的吗？ qingliwang 字0 2012-03-07 21:03:53
🙂从利率角度，短借长贷是赚的 4 种植园土 字156 2012-03-07 21:50:49
🙂wrong
🙂其实就是把时间关口往后推，看谁先扛不住 如是无非 字30 2012-03-07 22:30:49
🙂花，是我弄错了。 1 田雨 字139 2012-03-07 22:28:50
🙂短期利率大多数情况下比长期利率便宜 1 种植园土 字118 2012-03-07 22:39:30
🙂看样子，在美联储还掉这部分短期借款前，必定会有某金融体系 2 如是无非 字145 2012-03-07 23:11:56