This article was written by Follow Dr. Donald R. van Deventer has been in the risk management business since completing his Ph.D. in Business Economics at Harvard University in 1977. He founded the Kamakura Corporation in 1990 after 13 years […]
Weekly Japanese Government Bond And Yen Simulation, November 8, 2024 Read More »
Weekly Bund Yield And Euro Forecast, November 1, 2024: Most Likely Range For 10-Year Bund Yields In 2034? 2% To 3% Source link Donald van Deventer
Weekly U.K. Gilt Yield And Pound Sterling Forecast, October 25, 2024: Peak In One Month Forward Rates Jumps 0.23% Source link Donald van Deventer
This article was written by Follow Dr. Donald R. van Deventer has been in the risk management business since completing his Ph.D. in Business Economics at Harvard University in 1977. He founded the Kamakura Corporation in 1990 after 13 years
Weekly Japanese Government Bond And Yen Simulation, October 25, 2024 Read More »
This article was written by Follow Dr. Donald R. van Deventer has been in the risk management business since completing his Ph.D. in Business Economics at Harvard University in 1977. He founded the Kamakura Corporation in 1990 after 13 years
Weekly Japanese Government Bond And Yen Simulation, October 18, 2024 Read More »
Weekly Forecast, September 20, 2024: Long-Term Treasury Forward Rates Up 0.28% Source link Donald van Deventer
Weekly Forecast, September 20, 2024: Long-Term Treasury Forward Rates Up 0.28% Read More »
technotr/E+ via Getty Images 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 premium in this
Weekly Forecast, September 13, 2024: Treasury Yield Declines Continue Read More »
