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 ...

The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 32.4 basis points compared to 32.6 basis points last week. As a result, today’s simulation shows ...

MUMBAI, Feb 14 (Reuters) - Healthy demand for India's long-term government bonds has shrunk the yield spread with the benchmark paper to the lowest in a year, flattening the yield curve, traders said.

Optimization of forward points (the difference between the spot and the forward rate for a currency pair) enables companies to take advantage of these differences, which are driven by the interaction ...