Duration in Investment Grade and High Yield Corporate Bond Indices
While yields on junk bonds are at record lows, average durations have been shortening for HY bonds and increasing for IG bonds since the 2000’s.
Image: Deutsche Bank Global Research
While yields on junk bonds are at record lows, average durations have been shortening for HY bonds and increasing for IG bonds since the 2000’s.
Image: Deutsche Bank Global Research