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 ...
The Fed’s dot plot is a chart that records each Fed official’s projection for the central bank’s key short-term interest rate. The dot plot is updated every three months and is meant to provide ...
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 ...