The Treasury yield curve aids in predicting economic trends and interest rates. Gain insights into its impact on investment strategies.

The study of interest rate models and term structure analysis is central to understanding financial markets, underpinning the valuation of fixed income securities, derivatives, and risk management ...

The interest rate gap is calculated as interest rate-sensitive assets less interest rate-sensitive liabilities. You can use this formula to calculate it.

We present new evidence on the impact of fiscal variables on long-term interest rates and term premia in the United States. To alleviate endogeneity problems, we follow the seminal methodology by ...