Treasury yield curve outlook: 3‑month T‑bill most likely 1–2% in 10 years; 2y/10y spread turns positive. See inversion odds ...

The Basics of curves. Starting with bond curves and working into money or forward rate curves, find out what these things are ...

As explained in Prof. Robert Jarrow’s book, cited below, forward rates contain a risk premium above and beyond the market’s expectations for the 3-month forward rate. We document the size of that risk ...