Sentences with phrase «structure of the yield curve»
To some degree, I think one can almost look at Poland as a structure of a yield curve that would be what the European yield curve might look like if the ECB weren't buying quite as many bonds and with emergency interest rates.
http://us.beyondbullsandbears.com/ Not exact matches
Hence, a flat yield curve can be seen as a yardstick of ineffective policy normalization focusing on the «wrong part of the term structure.»
Our calculations are based on the implied forward Treasury Bill rates derived from the term structures (also known as the Treasury Yield Curve) of U.S. Treasury notes and bonds.
Our research shows that it is not a single risk - free rate that drives asset pricing, but rather the entire term structure of interest rates (also referred to as the shape of the yield curve; we use these terms interchangeably).
The term structure of interest rates is also known as a yield curve, and it plays a central role in an economy.
The yield curve is primarily used to illustrate the term structure of interest rates for standard U.S. government - issued securities.
The term structure of futures resembles the yield curve, where typically the longer - dated securities are worth more than short - term securities.
The yield curve describes the shapes of the term structures of interest rates and their respective times to maturity in years.
Yield curve strategies are more sophisticated interest rate anticipation strategies that take into account the differences in interest rates for different terms of bonds, called the «term structure» of interest rates.
After that the yield and yield spread curves generated would be applied to the structures of individual bonds with a adjustments for whether the bonds were:
The yield curve is also known as the term structure of interest rates.
In turn, credit rating firm Moody's helped price the instrument by providing data to generate yield curves and price the volatility of ethereum into the structure of the bond itself.