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 ...

This Economic Letter summarizes the papers presented at a conference on “Interest Rates and Monetary Policy” held at the Federal Reserve Bank of San Francisco on March 19 and 20, 2004, under the joint ...

The term structure of interest rates has been a relatively reliable predictor of recessions in the past. The term structure in the United States has been negatively sloped since the middle of 2023.

Discover how biased expectations theory impacts interest rates by incorporating investor preferences and risks, beyond just ...

Interest rates are expected to rise due to the anticipated programs and policies of Donald Trump and the inflationary economic focus of these programs and policies. Analysts highlight the positive ...