Approaching the Zero Bound – Bonds

January 30, 2013

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

As bonds approach the artificial zero bound, where do we go next especially after the record setting +30% in 2011?  The rolling 250-day total return has rarely gone negative since the inception of the Vanguard Funds VBMFX and VUSTX.  I am intentionally an ex-bond fund manager, so I am very interested.

From TimelyPortfolio
From TimelyPortfolio

R code in GIST:

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