Can Forward Yields Predict Future Treasury Yields?

This is not meant to be an academic work on the predictive abilities of forward Treasury yields. See the expectations hypothesis. Rather, it is a spreadsheet that, given a date in the past, calculates forward rates and then compares the forward yield curve to the actual yield curve on that future date. Thanks to the […]

Animated Treasury Yield Curves (1962-Present)

In July of 2015, I posted an animated yield curve chart: I have hopefully improved the chart and brought the yields curves up-to-date. You can also add daily curves if you like. The Excel file contains VBA, so some firms might not allow downloads. The yield curves are on a monthly basis from 1962-1989 and […]