As highlighted by market analysts on November 14, the S&P 500 equity risk premium has significantly shrunk, reaching near-zero lows. This new level is the lowest since 2000 when the value went ...

Stay updated on Treasury yields and default risk analysis in the financial market. Read our latest report from the weekly ...

As home insurance gets more costly and availability drops in California and Florida, experts debate whether a national system ...

"Our high-frequency fair value model now shows EUR/USD undervaluation (i.e. tariff-related risk premium) having rewidened from 1% to 1.8% since yesterday morning. That undervaluation peaked at 3.0 ...

Second, following Feunou, Fontaine and Krohn (2022), we decompose the exchange rate into yield differential and risk premium components. We then analyze the extent to which the three systematic risk ...

ING's FX analyst Francesco Pesole notes. Expect EUR/USD stability around 1.0300 "That is a level that embeds a 2.5-3% risk premium (i.e. undervaluation), which we suspect will not be materially ...

a term premium that measures bond investor aversion to the risk of holding longer-maturity bonds, and a model residual. It is important to note that the CR model is Gaussian and does not enforce a ...

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