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1 posts on "expected term premiums"
June 2, 2014

Do Expected, in addition to Spot, U.S. Treasury Term Premiums Matter?

J. Benson Durham The spot term premium is the extra compensation investors require, today, to own long-term as opposed to short-term risk-free debt. The expected term premium is what they anticipate demanding later. Notably, the two don’t necessarily move in the same direction. Just as near-term expected short rates could decline with surprisingly easy monetary […]

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Posted at 7:00 am in Financial Markets, Forecasting | Permalink

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

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