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NO.PZ2023071902000079 问题如下 QuestionThe sprebetween the overnight borrowing rate anthe 10-yeTreasury yielis most likely: A.is a lagging economic incator. B.narrows when economic cline is anticipatethe market. C.wins when the market forecasts a op in future short-term interest rates. SolutionIncorrect, sinleang economic incators show pivotshifts thtypically come before the broar economic transitions. On the other han lagging economic incators reveturning points post those of the overarching economy. The interest rate gbetween 10-yetreasury yiel anovernight borrowing rates acts a forwarlooking economic gauge.Correct, consiring thlong-term yiel convey market sentiments about the trajectory of imminent short-term interest rates. these rates eventually resonate with the cyclic economic shifts, a more expansive sprea forecasting a rise in short rates, also projects economic reboun In contrast, a tighter sprea foreseeing a op in short rates, aligns with the projection of economic slump.Incorrect, given thlong-term yiel mirror market projections on the course of imminent short-term interest rates. These rates inevitably align with the cycliceconomic movements. expansive sprea precting uptiin short rates, signals impenng economic surge. On the contrary, a constrictesprea forecasting a wnturn in short rates, correspon with anticipateeconomic regression.Unrstanng Business Cycles•A不正确，因为领先经济指标显示的关键转变通常在更广泛的经济转型之前出现。另一方面，滞后的经济指标显示了总体经济的转折点。10年期美国国债收益率与隔夜借款利率之间的息差是一项前瞻性经济指标。B正确，考虑到长期收益率传达了市场对即将到来的短期利率走势的情绪。由于这些利率最终与周期性经济变化产生共鸣，预测短期利率上升的更大利差也预示着经济反弹。相比之下，利差收窄预示着短期利率下降，与经济衰退的预测一致。C不正确，因为长期收益率反映了市场对即将到来的短期利率走势的预测。这些利率不可避免地与周期性经济运动保持一致。利差扩大预示着短期利率的上升，预示着即将到来的经济增长。相反，利差缩窄预示着短期利率的下滑，与预期的经济衰退相对 应。 能否用大白话，看不懂答案

NO.PZ2023071902000079 问题如下 QuestionThe sprebetween the overnight borrowing rate anthe 10-yeTreasury yielis most likely: A.is a lagging economic incator. B.narrows when economic cline is anticipatethe market. C.wins when the market forecasts a op in future short-term interest rates. SolutionIncorrect, sinleang economic incators show pivotshifts thtypically come before the broar economic transitions. On the other han lagging economic incators reveturning points post those of the overarching economy. The interest rate gbetween 10-yetreasury yiel anovernight borrowing rates acts a forwarlooking economic gauge.Correct, consiring thlong-term yiel convey market sentiments about the trajectory of imminent short-term interest rates. these rates eventually resonate with the cyclic economic shifts, a more expansive sprea forecasting a rise in short rates, also projects economic reboun In contrast, a tighter sprea foreseeing a op in short rates, aligns with the projection of economic slump.Incorrect, given thlong-term yiel mirror market projections on the course of imminent short-term interest rates. These rates inevitably align with the cycliceconomic movements. expansive sprea precting uptiin short rates, signals impenng economic surge. On the contrary, a constrictesprea forecasting a wnturn in short rates, correspon with anticipateeconomic regression.Unrstanng Business Cycles•A不正确，因为领先经济指标显示的关键转变通常在更广泛的经济转型之前出现。另一方面，滞后的经济指标显示了总体经济的转折点。10年期美国国债收益率与隔夜借款利率之间的息差是一项前瞻性经济指标。B正确，考虑到长期收益率传达了市场对即将到来的短期利率走势的情绪。由于这些利率最终与周期性经济变化产生共鸣，预测短期利率上升的更大利差也预示着经济反弹。相比之下，利差收窄预示着短期利率下降，与经济衰退的预测一致。C不正确，因为长期收益率反映了市场对即将到来的短期利率走势的预测。这些利率不可避免地与周期性经济运动保持一致。利差扩大预示着短期利率的上升，预示着即将到来的经济增长。相反，利差缩窄预示着短期利率的下滑，与预期的经济衰退相对 应。 为何不能从长期利率角度考虑，利差收窄，短期利率下降，长期利率上升，预测短期经济变成，长期经济改善

NO.PZ2023071902000079 问题如下 QuestionThe sprebetween the overnight borrowing rate anthe 10-yeTreasury yielis most likely: A.is a lagging economic incator. B.narrows when economic cline is anticipatethe market. C.wins when the market forecasts a op in future short-term interest rates. SolutionIncorrect, sinleang economic incators show pivotshifts thtypically come before the broar economic transitions. On the other han lagging economic incators reveturning points post those of the overarching economy. The interest rate gbetween 10-yetreasury yiel anovernight borrowing rates acts a forwarlooking economic gauge.Correct, consiring thlong-term yiel convey market sentiments about the trajectory of imminent short-term interest rates. these rates eventually resonate with the cyclic economic shifts, a more expansive sprea forecasting a rise in short rates, also projects economic reboun In contrast, a tighter sprea foreseeing a op in short rates, aligns with the projection of economic slump.Incorrect, given thlong-term yiel mirror market projections on the course of imminent short-term interest rates. These rates inevitably align with the cycliceconomic movements. expansive sprea precting uptiin short rates, signals impenng economic surge. On the contrary, a constrictesprea forecasting a wnturn in short rates, correspon with anticipateeconomic regression.Unrstanng Business Cycles•A不正确，因为领先经济指标显示的关键转变通常在更广泛的经济转型之前出现。另一方面，滞后的经济指标显示了总体经济的转折点。10年期美国国债收益率与隔夜借款利率之间的息差是一项前瞻性经济指标。B正确，考虑到长期收益率传达了市场对即将到来的短期利率走势的情绪。由于这些利率最终与周期性经济变化产生共鸣，预测短期利率上升的更大利差也预示着经济反弹。相比之下，利差收窄预示着短期利率下降，与经济衰退的预测一致。C不正确，因为长期收益率反映了市场对即将到来的短期利率走势的预测。这些利率不可避免地与周期性经济运动保持一致。利差扩大预示着短期利率的上升，预示着即将到来的经济增长。相反，利差缩窄预示着短期利率的下滑，与预期的经济衰退相对 应。 这两个东西之间有什么关系没看懂利差又是啥

NO.PZ2023071902000079 问题如下 QuestionThe sprebetween the overnight borrowing rate anthe 10-yeTreasury yielis most likely: A.is a lagging economic incator. B.narrows when economic cline is anticipatethe market. C.wins when the market forecasts a op in future short-term interest rates. SolutionIncorrect, sinleang economic incators show pivotshifts thtypically come before the broar economic transitions. On the other han lagging economic incators reveturning points post those of the overarching economy. The interest rate gbetween 10-yetreasury yiel anovernight borrowing rates acts a forwarlooking economic gauge.Correct, consiring thlong-term yiel convey market sentiments about the trajectory of imminent short-term interest rates. these rates eventually resonate with the cyclic economic shifts, a more expansive sprea forecasting a rise in short rates, also projects economic reboun In contrast, a tighter sprea foreseeing a op in short rates, aligns with the projection of economic slump.Incorrect, given thlong-term yiel mirror market projections on the course of imminent short-term interest rates. These rates inevitably align with the cycliceconomic movements. expansive sprea precting uptiin short rates, signals impenng economic surge. On the contrary, a constrictesprea forecasting a wnturn in short rates, correspon with anticipateeconomic regression.Unrstanng Business Cycles•A不正确，因为领先经济指标显示的关键转变通常在更广泛的经济转型之前出现。另一方面，滞后的经济指标显示了总体经济的转折点。10年期美国国债收益率与隔夜借款利率之间的息差是一项前瞻性经济指标。B正确，考虑到长期收益率传达了市场对即将到来的短期利率走势的情绪。由于这些利率最终与周期性经济变化产生共鸣，预测短期利率上升的更大利差也预示着经济反弹。相比之下，利差收窄预示着短期利率下降，与经济衰退的预测一致。C不正确，因为长期收益率反映了市场对即将到来的短期利率走势的预测。这些利率不可避免地与周期性经济运动保持一致。利差扩大预示着短期利率的上升，预示着即将到来的经济增长。相反，利差缩窄预示着短期利率的下滑，与预期的经济衰退相对 应。 利差变大意味着经济将变好，降息也是经济变好，C为什么不对呢？