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Yield curve

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Definition 

A yield curve is a chart that represents, at a given date, the yields of similar quality bonds versus their maturities.

Related Content 

Publications

Why Does the Cieslak–Povala Model Predict Treasury Returns? A Reinterpretation
Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market
Bond Pricing and Yield Curve Modeling: A Structural Approach
Factor Investing in Sovereign Bond Markets – A Time-Series Perspective
Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor

Industry analysis

Resolution of Uncertainty - Comments on yesterday FED's meeting
Factor Investing in Sovereign Bond Markets: A Time-Series Perspective
Monetary Easing at a Crossroads - Comments on FOMC & FED's meeting
EDHEC-Risk on Factor Investing in Sovereign Bond Universes
Why Is the Market Not Believing the Fed?
The December ‘dot plot’: even lower future yields than meets the eye
Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor

Videos

EDHEC Bond Risk Premium Monitor

 

 

Related Press Articles 

"FED'S LOW CONFIDENCE SIGNALS RECESSION" - INVESTORS CHRONICLE (17/01/2019) 

"LONGER-TERM BONDS OFFER EXCESS RETURNS" - PRIVATE WEALTH CANADA (27/05/2019) 

BOOK REVIEW: "BOND PRINCING AND YIELD CURVE MODELING" - ENTERPRISING INVESTOR (19/07/2019) 

About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.

 

About EDHEC-Risk Climate Impact Institute

EDHEC-Risk Institute is changing; going forward it will become EDHEC-Risk Climate Impact Institute (EDHEC-Risk Climate). This evolutions marks EDHEC Business School’s commitment to sustainability issues and will build on its ground-breaking research programmes that explore the relationships between climate change and finance. Our ambition is to become a leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as mitigation and adaptation efforts. EDHEC-Risk Climate’s mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies.

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