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
Notes
Which Asset Classes Perform Well in the Months Following a Bear Steepener?
A simple study to determine if the yield curve actually follows a somewhat predictable cycle.
Revisiting different interest rate regimes.
The level and slope of the yield curve are indicative of different interest rate regimes.