On this page we examine the history of the relationship between long term and short term government debt yields in the United States. We're especially interested in when … [Read more...]
Inflation Expectations for the End of October 2015
One series that DQYDJ likes to follow quite often is the market's current stance towards expected inflation over the next 5-30 years. It's an easy calculation to make … [Read more...]
Inflation Expectations and Yields Take a Turn
This is a series we revisit pretty often because... well, it's so interesting. As we've pointed out in the past, you can get pretty-much-realtime estimates about the … [Read more...]
Market Predictions of Future Inflation, As of May 2015
One of the interesting things you can do with Treasury yield data is get a feel for what the markets expects to see in terms of inflation over the next thirty years or … [Read more...]
Risk vs. Reward in Corporate Bonds and Stock Returns
When we published our real expected return research on BBB and AAA corporates (as rated by Moody's) and Treasuries, we knew we'd leave readers a bit wanting. Although we … [Read more...]
Expected Real Returns on BAA, AAA, and 10 Year Treasuries
If you recall, in our last article we calculated historical risk spreads between various asset classes. Not content to leave that topic in an unfinished state, here's … [Read more...]
Treasury Return Calculator, With Coupon Reinvestment
The Treasury Return Calculator below uses long run 10-year Treasury Data from Robert Shiller to compute returns based on reinvesting the coupon payments. You can see the … [Read more...]
What Sort of Inflation Expectations Does the Market Have?
One important thing to have an idea of - for personal and business reasons - is the amount of inflation expected in the future. Think about it - by having a reasonable … [Read more...]
The Risk of Not Enough Risk
How did you react to the stock market's (defined, in my mind, as the S&P 500 index) recent precipitous drop? If you're like many investors, you moved out of 'risky' … [Read more...]