The playbook of forecasting US Treasury bond returns - News Summed Up

The playbook of forecasting US Treasury bond returns


Source: phys.orgInterest rate variance risk premium (IRVRP), the difference between implied (forward-looking) and realized (backward-looking) variances of interest rates, measures compensation for risk for exposure to volatility in the interest-rate markets.


Source: The Nation April 24, 2023 21:52 UTC



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