摩根士丹利利率策略师Lorenzo Testa与Maria Chiara Russo在最新报告中指出,欧元区债券久期溢价可能继续走强,当前估值优势将推动收益率下行。他们表示:“考虑到久期当前处于折价交易状态,未来重大事件可能助推溢价进一步扩大。”关键事件包括:4月1日将公布的德国、意大利通胀初值;4月2日欧元区整体通胀数据发布;同日美国关税政策或趋明朗。该行公允价值模型显示,当前德国10年期国债...
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