The study of interest rate models and term structure analysis is central to understanding financial markets, underpinning the valuation of fixed income securities, derivatives, and risk management ...

Discover how interest rates influence futures prices, alongside other factors like storage costs and convenience yields. Learn how these elements shape market strategies.

Discover how interest rate fluctuations affect fixed-income securities and explore derivatives, swaps, and options to manage ...

We present new evidence on the impact of fiscal variables on long-term interest rates and term premia in the United States. To alleviate endogeneity problems, we follow the seminal methodology by ...