The Long Term Perspective on the TED Ratio


Related:
The Long Term Perspective on the TED Spread

Add:
EDM3 and TB3MS on the same chart

Posted by jck on October 24th, 2008 at 3:51 pm    2 Comments

2 Responses to “ The Long Term Perspective on the TED Ratio ”

  • # 1 Markit Says:

    I don’t think this chart is correct. Every other version I have seen shows a spike to 3.00 in October 1987 and over 1.50 on October 1998.

  • # 2 jck Says:

    You could be right, this chart takes last day of month data, for series EDM3 and TB3MS, it doesn’t show what happened during the month.

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