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意大利国债收益率破 7% (救助阈值)

2011-11-09 regulatory 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
-0.27% -2.72% -4.05%
DIA Dow 30
+3.26% +0.28% +4.80%
EEM Emerging Markets
+3.08% -2.60% -2.74%
EWJ Japan
+0.98% -0.76% -1.65%
FXI China Large Cap
+2.61% -4.13% -4.29%
GLD Gold
+1.10% -2.59% -9.97%
IEF 7-10yr Treasuries
-0.95% -0.27% +0.12%
IWM Russell 2000
+3.39% +0.06% +4.44%
QQQ Nasdaq 100
+1.83% -2.48% -0.62%
SHY 1-3yr Treasuries
-0.04% -0.05% -0.03%
SLV Silver
+1.93% -5.14% -15.80%
SPY S&P 500
+2.84% -0.96% +3.36%
TLT 20+yr Treasuries
-2.09% +1.03% +0.85%
UNG Natural Gas
-2.26% -8.45% -18.69%
USO Crude Oil
+3.27% +2.22% +5.57%
UUP USD Index
-1.27% +0.18% +1.68%
VIXY VIX Futures
-10.25% -3.31% -29.20%
VTI Total US Market
+2.88% -1.01% +3.20%
XLB Materials
+3.56% -2.06% +0.52%
XLC Communication Services
+0.62% -0.74% -2.10%
XLE Energy
+3.82% -2.08% +0.68%
XLF Financials
+2.87% -2.87% +2.28%
XLI Industrials
+3.63% +0.55% +4.79%
XLK Technology
+2.23% -1.48% +0.48%
XLP Consumer Staples
+2.14% +0.78% +6.83%
XLRE Real Estate
+0.46% +2.62% +2.35%
XLU Utilities
+2.11% +0.03% +5.38%
XLV Healthcare
+3.21% -0.48% +6.26%
XLY Consumer Discretionary
+3.49% -0.68% +3.64%

Sovereign Debt Crises — Currency, Rates, and Risk-Asset Cross-Currents

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Methodology: historical analogs are built from a curated event list and yfinance total-return data. The Monte Carlo uses joint sampling — entire asset-return vectors drawn from the same historical event so cross-asset correlations are preserved. This page is informational and does not constitute investment advice. Read the full methodology →

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