The term premium in the Japanese Government Bond yield curve is close to zero for the first 10 years, but it increases substantially thereafter. Beyond 10 years, the term premium is similar to that ...
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 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results