Yield

The Predictive Power of the Yield Curve

November 13, 2023

“[O]ur mind is strongly biased toward causal explanations and does not deal well with ‘mere statistics.’” — Daniel Kahneman, Thinking, Fast and Slow The predictive power of the yield curve…

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Does Bond Market Data Yield Equity Alpha?

Can stock investors benefit from corporate bond market data? Yes. In fact, equity portfolios constructed using bond momentum signals may outperform their traditional equity price momentum counterparts. But as our…

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