The level of 1-month forward rates implied by the current Treasury yield curve ranges from 4% to 6% for 20 years. The simulated short term rates drop more quickly than these forward rate levels ...

The 2-year/10-year Bund spread closed the week at a positive 0.194%, a change from 0.105% last week. As a result, today’s simulation shows that the maximum probability of a return to negative spreads ...

Discover how biased expectations theory impacts interest rates by incorporating investor preferences and risks, beyond just future rate predictions.

Learn how understanding the bond yield curve's signals can inform economic forecasts and enhance your investment decisions ...