Fixed Income

Pokemon Fair Value Bond Yields

Fair Value of the 10-year nominal bond estimated as a multi-variate regression.

$ FV_{x} = \beta_{x,0} +\beta_{x,1}\times \text{Short-Rates} +\beta_{x,2} \times \text{Inflation} +\beta_{x,3} \times \text{Growth} +\beta_{x,4}\times \text{Global Factor} +\epsilon_{x}$

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Yield Curves