连美债都要看日本“脸色”,日债正成为全球市场风向标!

华尔街见闻
16 Jun

全球金融市场的"东京时刻"已经到来——当日本10年期国债收益率飙升时,美债、德债乃至全球固收市场无一幸免地同步震荡。 彭博数据分析显示,美国国债对日债波动的敏感性正在急剧上升。自2022年日本央行开始松动收益率控制以来,美债收益率曲线与日债的联动性持续加强,特别是10年期至30年期利差的相关性达到五年高点。 而未来日本债市的外溢风险正在逼近,日本7.8万亿美元债券市场的波动性飙升至二十多年来的最高...

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