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wosmomo · 2019年02月02日

问一道题:NO.PZ201710100100000306 第6小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

选项:

A.

B.

C.

即将进入衰退时,变平坦或者反转;进入时因为有货币政策所以短期利率更低对吗?这里问的不就是还没进入衰退的时点嘛,不应该是因为通货膨胀导致短期利率特别高,曲线平坦或者反转嘛? 解释:

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已采纳答案

Shimin_CPA税法主讲、CFA教研 · 2019年02月11日

即将进入衰退时,变平坦或者反转;进入时因为有货币政策所以短期利率更低。理解正确。

这一题题干中说预测实现之后(realized)收益率曲线的变化,所以已经进入衰退的。

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