the market awards you a yield premium over comparable-maturity Treasurys for taking that risk. The default risk for which the market compensates you is a function not only of the probability of ...

Rudebusch (CR) decomposes the nominal yield curve into three components: future short-term interest rate expectations, a term premium that measures bond investor aversion to the risk of holding longer ...

By taking duration risk (investing in safer, high-graded long maturity debt instruments). Let us see how these strategies have played. We have considered popular funds in equal allocation from ...

SEOUL, Jan. 19 (Yonhap) -- The cost of insuring South Korea's sovereign debt against default recently declined, data showed Sunday, after weeks of an uptrend over political turmoil sparked by ...