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.

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December 16, 2023 By yieldcurve.pro
Monthly 60/40 Equilibrium

What do current market movements in stocks and bonds have to say about 60/40 fund weights?

December 11, 2023 By yieldcurve.pro
Is Gold a Stock-Bond Diversifier (Part 3)?

Does adding gold to traditional stock-bond portfolios provide diversification? The answer is it (still) depends.

November 12, 2023 By yieldcurve.pro
Is Gold a Stock-Bond Diversifier (Part 2)?

Does adding gold to traditional stock-bond portfolios provide diversification? The answer is it depends.

November 10, 2023 By yieldcurve.pro
October 18, 2023 By yieldcurve.pro
Is Gold a Stock-Bond Diversifier (Part 1)?

Does adding gold to traditional stock bond portfolios provide diversification? The answer is it depends.

October 16, 2023 By yieldcurve.pro
Adding Resilience To 60-40 Portfolios

How can we complement traditional 60-40 portfolios with alternative sources of return that provide diversification?

October 11, 2023 By yieldcurve.pro
Differences in Equity Sector and Government Bond Comovement

In light of recent setbacks for 60-40 funds it interesting to examine the differences in comovements between equity sectors and government bonds.

September 14, 2023 By yieldcurve.pro
Articles We Read This Week

A curated collection of informative articles from the interwebs!

September 09, 2023 By yieldcurve.pro
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.

September 05, 2023 By yieldcurve.pro

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