The blog shares commentary on capital markets, interest rates, fixed-income securities, and the yield curve. Posts cover topics ranging from auction analysis to regime detection to yield curve similarity measures.

Instructions

  • browse posts in reverse chronological order (newest first)
  • click Read to view the full post
  • use pagination at the bottom to navigate between pages

Notes

  • posts are paginated with 3 posts per page
  • each post includes tags for easy categorization
  • logged-in users can leave comments on individual posts
Latest Popular
September 09, 2023 By yieldcurve.pro
Examining Yield Curve Similarity (Part 2)


Revisiting different interest rate regimes.

Tags: Bear Steepener, Interest Rate Environments, Principal Component Analysis, Yield Curve

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September 06, 2023 By yieldcurve.pro
Papers We Read This Week


A curated list of journal articles relevant to the capital markets, interest rates, etc.

Tags: SSRN, Term Structure, Volatility, Yield Curve

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September 05, 2023 By yieldcurve.pro
Examining Yield Curve Similarity (Part 1)


How to discover similar interest rate environments?

Tags: Distance Metrics, Interest Rate environments, Manhattan Distance, Yield Curve

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