Research Paper, Bob Maes, Philippe Dehoux, Fixed Income, Economic Outlook, Portfolio Construction
Euro Swap Spreads : Unpacking Asset Classes
You want to talk about euro swap spreads versus US swap spreads? We watch that, too. But to be honest, that graph is one of the last things we look at when managing euro fixed income aggregate portfolios. So if you want to see it, you’ll have to read all the rest of this page first.