Thursday, January 18, 2007


Commercial paper quality spreads are narrow because of confidence in the markets. As Martha would say, "This is a good thing." This graph is from federalreserve.gov/releases/cp

2 comments:

Anonymous said...

Just to play devil's advocate, could these very low spreads not also be another example of over complacency that often precedes a correction?

Deborah said...

Dear Anonymous,

Great question!

In the stock market, complacency usually leads to a correction. But the bond market focuses on getting paid in cash at a specified date rather than on dreams of future wealth. That's why TIMING THE MARKET (Wiley, 2005) uses bond market information at face value while using stock market information as a contrarian indicator.

All my best,
Deborah Weir, CFA