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Why Treasuries Are 'Risky' Again

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Based on the episode description, not a full transcript. Source evidence retrieved 05/10/2026, 13:33:25 UTC.

Briefings

This podcast episode explores why US Treasury yields surged alongside global bond yields, questioning whether bonds are becoming fundamentally riskier. Hosts discuss Carolin Pflueger's research on bond markets and central banks, specifically examining how bonds have become more 'stock-like' and the role of the Federal Reserve's credibility in restoring their 'bond-like' status. The conversation addresses the potential loss of hedging stocks with government debt and the implications for investors. The episode is presented by Odd Lots Live in Chicago.

Key points

• US Treasury yields surged globally alongside other bond yields, prompting questions about whether bonds are becoming fundamentally riskier.
• Carol Pflueger's research indicates bonds have become more 'stock-like,' which complicates their role as a hedge for stocks.

Context and limitations

The podcast covers the surge in yields and Pflueger's analysis of bond market dynamics. Specific dates, named actors, and causal claims are limited to the episode's scope without external verification.

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