The 2-year/10-year Bund spread closed the week at a positive 0.194%, a change from 0.105% last week. As a result, today’s simulation shows that the maximum probability of a return to negative spreads ...

While several indices are pointing to recession probabilities, high-yield spreads are projecting 0% chance of one. Société Générale analysts fashioned a model to estimate high-frequency Bayesian ...