The Short Version turns podcasts into what was actually said. Every weekday we take the shows worth knowing about — macro, markets, tech, power — and boil each episode down to the argument, the takeaways, and the calls, if anyone was brave enough to make them. An hour of someone talking becomes a few minutes of you reading. You listen to the episodes that earn it and skip the rest with a clear conscience.
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Oct 5, 2026 · 51m · 3 min read
University of Chicago economist Carolyn Pfluger argues the multi-year surge in Treasury yields is best explained by bonds repricing as riskier assets — moving in positive correlation with stocks again, as they did before 2000 — rather than by rising inflation expectations (which she says have stayed stable) or by sheer issuance supply. Her hedged view: a full reversion to 1980s-style bond riskiness would require a "perfect storm" combining an inflationary supply shock with a Fed forced to accept a recession, a combination she does not see as current. No trade, yield level, or date-specific call was offered; this is a research-framework conversation, not a markets call.
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