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Yield curve

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Definition 

A yield curve is a chart that represents, at a given date, the yields of similar quality bonds versus their maturities.

Related Content 

Publications

Bond Pricing and Yield Curve Modeling: A Structural Approach
Factor Investing in Sovereign Bond Markets – A Time-Series Perspective
Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor

Industry analysis

Resolution of Uncertainty - Comments on yesterday FED's meeting
Feature: Factor Investing in Sovereign Bond Markets: A Time-Series Perspective
Monetary Easing at a Crossroads - Comments on FOMC & FED's meeting
EDHEC-Risk on Factor Investing in Sovereign Bond Universes
Why Is the Market Not Believing the Fed?
The December ‘dot plot’: even lower future yields than meets the eye
Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor

Videos

EDHEC Bond Risk Premium Monitor

 

 

Related Press Articles 

"FED'S LOW CONFIDENCE SIGNALS RECESSION" - INVESTORS CHRONICLE (17/01/2019) 

"LONGER-TERM BONDS OFFER EXCESS RETURNS" - PRIVATE WEALTH CANADA (27/05/2019) 

BOOK REVIEW: "BOND PRINCING AND YIELD CURVE MODELING" - ENTERPRISING INVESTOR (19/07/2019) 

About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.

 

About EDHEC Risk

Part of EDHEC Business School and established in 2001, EDHEC-Risk Institute has become the premier academic centre for industry-relevant financial research. In partnership with large financial institutions, its team of permanent professors, engineers, and support staff, and research associates and affiliate professors, implements seven research programmes and six research chairs, industrial partnerships and private research projects focusing on asset allocation and risk management. Additionally, it has developed an ambitious portfolio of research and educational initiatives in the domain of investment solutions for institutional and individual investors. As part of its “Make an Impact” signature, EDHEC-Risk plays a noted role in furthering applied financial research and systematically highlighting its practical uses.

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