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German government bonds yields as of April 16, 2025, by maturity
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The use of forward interest rates as a monetary policy indicator is demonstrated, using Sweden 1992-1994 as an example. The forward rates are interpreted as indicating market expectations of the time-
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Term Structures of Asset Prices and Returns
We explore the term structures of claims to a variety of cash flows, namely, U.S. government bonds (claims to dollars), foreign government bonds (claims to foreign currency), inflation-adjusted bonds
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The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond
A large literature suggests that standard exchange rate models cannot outperform a random walk forecast and that the forward rate is not an optimal predictor of the spot rate. However, there is eviden
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