A collection of historically important and hard to find academic and industry research papers relevant to yield curve analysis, fixed-income, and the capital markets.

Instructions

  • click on any paper title to access the PDF or source
  • papers are organized by source
  • click the sparkle button to discuss any paper with ChatYCP (login required)

Notes

  • they are hosted...free of charge!
  • try asking ChatYCP: "What are the main findings of this paper?" or "How does this relate to term premium estimation?"
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Topics Clear
fixed income 3 convexity 2 duration 2 Asset Allocation 1 CPI 1 credit risk 1 Federal Funds Rate 1 Federal Reserve 1 FOMC 1 Forecasting 1 foreign exchange 1 forward rates 1
More topics (23)
forwards 1 FX 1 Glide Path 1 hedging 1 Human Capital 1 Inflation 1 Kalshi 1 Lifecycle 1 Macro Expectations 1 Merton 1 options 1 Portfolio Construction 1 Prediction Markets 1 Quantitative Finance 1 relative value 1 repo 1 repurchase agreements 1 Risk Aversion 1 Survey of Market Expectations 1 swaps 1 trading 1 volatility 1 yield curve 1
Year
20266
Latest Classic Popular
February 10, 2026 Classic Lehman Brothers
Lehman Brothers Repo Manual

A reference guide for sales people engaging in Repurchase Agreements, covering the repo product, ledgers, sales credit schedule, credit risk management and margin issues, booking systems and documentation.

repo repurchase agreements fixed income credit risk
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Topics Clear
fixed income 3 convexity 2 duration 2 Asset Allocation 1 CPI 1 credit risk 1 Federal Funds Rate 1 Federal Reserve 1 FOMC 1 Forecasting 1 foreign exchange 1 forward rates 1
More topics (23)
forwards 1 FX 1 Glide Path 1 hedging 1 Human Capital 1 Inflation 1 Kalshi 1 Lifecycle 1 Macro Expectations 1 Merton 1 options 1 Portfolio Construction 1 Prediction Markets 1 Quantitative Finance 1 relative value 1 repo 1 repurchase agreements 1 Risk Aversion 1 Survey of Market Expectations 1 swaps 1 trading 1 volatility 1 yield curve 1
Year
20266