I have been slowly getting back into things, and been thinking about what to write next. Based on a conversation with Gabriel Mathy on Twitter, I just want to quickly discuss how term premia ought to be measured. I think I have mentioned this before, but I felt like running through the arguments briefly again. I then have a few other unrelated comments to fill out this article....Bond Economics
Measuring Term Premia (And Other Comments)
Brian Romanchuk
http://www.bondeconomics.com/2022/03/measuring-term-premia-and-other-comments.html
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