US rates | When doves cry
What government shutdown?
Merton model | Debt/equity, relative value & asset volatility
Credit-equity relative value trades with CDS and equity options
Review | Inflation Expectations & Asset Returns
A review of the academic literature on formation of inflation expectations
US debt | Estimating net Treasury supply for the rest of the year
Did we get under their skin or inside their heads?
FOMC | Keywords, phrases & narratives
Prices moves shape perceptions of reality
Alan Brazil | AI Generated FOMC Statement
How did our AI generated FOMC statement compare? US bond yields running fast to stand still
FOMC | AI Generated FOMC Statement
Our AI generated FOMC statement for August
Treasury basis trade | Krugman fights back
We examine drivers of the US Treasury basis trade and potential market catalysts. Paul Krugman responds to critics on inflation.
Argentina | FT-Booth survey breakdowns | Fed projections
Breakdown of academic economists’ projections. Argentina and tomorrow’s FOMC meeting
FOMC | Russia-Ukraine | Selected articles & podcasts
Fed economic projections likely to be raise at FOMC