Yield spread strategies

Yield spread strategies

Investments that position a portfolio to capitalize on expected changes in yield spreads between sectors of the bond market.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

Yield Spread Strategy

In bonds, an investment strategy in which one attempts take advantage of the yield spread of a particular bond. For example, one may take a short position on a bond with a low yield while taking a long position on a bond with a higher yield. See also: Relative yield spread.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved