Is There a January Effect in Rates?
- By Bilal Hafeez
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- 2 min read
The start of the year is replete with stories of new cash being put to work. This typically implies risk markets should rally, but would does it mean for rates? We can look at seasonals and determine whether there is a January effect in rates markets. We focus on the 2s10s yield curve to take away the effect of lower trending policy rates.
The start of the year is replete with stories of new cash being put to work. This typically implies risk markets should rally, but would does it mean for rates? We can look at seasonals and determine whether there is a January effect in rates markets. We focus on the 2s10s yield curve to take away the effect of lower trending policy rates.
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