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Tag Archive 'fixed income'

Affordable Protection?

Credit Default Protection received reasonably unappealing press over the past few years. But if price is the core signal, then where are we now that prices are cheap?

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Spreading Expectations

This article reviews the potential for five year fixed for floating swap spreads in highlighting some shifts in core inflation measures as they relate to the US Economy.

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This site’s push for long duration with minimal cash-flow is comparable to a rare form of debentures: are Perpetuals a valid option for Sovereign debt issuers?

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Updated Version of Inflation and the Curve: an unfortunate mistake was made in the initial version of “inflation and the curve”. This has now been ammended.

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This article is a background piece for a recent 24Something video of the US treasury yield curve from the early 1990s through to the 24th of September 2010.

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Inflation is an uneasy issue for most fixed-income enthusiasts, it can be both a cure and an ill to ongoing financing decision: this two-sided blade can have pernicious effects over a security’s yield curve. This post reviews a recent 3 year treasury note auction and potential valuation issues that can occur with an already ‘priced’ in inflation measure.

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