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U.S. Long-Term Rate Volatility Is Within Historic Norms

  Author: Shushanik Papanyan ( BBVA Research )
 June, 2015
  Price: FREE

Abstract:

The long-term yield volatility increase is much milder in comparison to the “taper tantrum”. The rise in the 10-year treasury yield has eased the compression of medium to long-term treasury term premium curves. The Fed will continue to stress its strategy of clear communication targeted to align market expectations with FOMC projections
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