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Steepening Yield Curve Matches Historical Trend
1132 ET – Treasury yields ease, but remain elevated, as labor and manufacturing data corroborate U.S. economic resilience while investors worry about a gaping budget deficit. Washington’s profligacy ...
As explained in Prof. Robert Jarrow’s book cited below, forward rates contain a risk premium above and beyond the market’s expectations for the 3-month forward rate. We document the size of that risk ...
As explained in Prof. Robert Jarrow’s book cited below, forward rates contain a risk premium above and beyond the market’s expectations for the 3-month forward rate. We document the size of that risk ...
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