Questions tagged [yield]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0 votes
1 answer
52 views

Duration - why do we measure it the way we do?

Let B(y) be the bond price as a function of yield to maturity. If I understood correctly, duration can (roughly) be understood as a measure of the change in $B in response to a change in y. What I don'...
l337n00b's user avatar
  • 109
0 votes
0 answers
21 views

Does issuing new bonds tend to raise yields empirically?

Suppose a national government issues new long dated bonds (say 30y) to finance capital investment which leads to higher long term growth. For convenience purposes lets assume everything here is zero ...
Hadi Khan's user avatar
  • 101
2 votes
1 answer
209 views

Treasury yield data

Interest rates on treasury.gov This treasury.gov page lists the treasury security interest rates: Interest rates on FRED Graphs for each of the above treasury securities are also on FRED: https://...
dharmatech's user avatar
0 votes
0 answers
151 views

How to calculate specific treasury bond yields

I am having trouble finding the correct answer to this question: Question: What would the yield be on a 1.75 percent, $1,000, 10 year Treasury bond if the market price of the bond was 950 dollars? I ...
Fred Calvert-Lewin's user avatar
0 votes
1 answer
21 views

Why is return same as interest rate (yield) in the expectations theory?

My book (Financial Markets and Institutions, Mishkin et al.) treats returns and interest rates as the same thing while explaining the expectations theory in Chapter 5. However, in the previous chapter ...
reasonStore's user avatar
0 votes
3 answers
132 views

Why do yield spikes reflect badly on tech stocks

Yield spikes are a reflection of market equity valuation. How I interpret this is that there’s real fear that some companies in the market won’t be able to pay their debt. Therefore, bonds trade cheap,...
Kam's user avatar
  • 130
1 vote
2 answers
49 views

How do U.S. treasury yields impact yields of other sovereign debt markets?

I read somewhere that when the U.S. Treasury yields rise, it will also have a "gravitational pull" on yields of other sovereign debt markets. For example, when the U.S. Treasury yields rise, ...
Plain Doe's user avatar
1 vote
0 answers
1k views

Why is the yield curve typically concave?

The normal yield curve is usually drawn concave. Why is this typically the case? My current understanding is that long term bonds have higher interest rate risk because a higher percentage of its ...
curiousgeorge's user avatar
1 vote
1 answer
136 views

Why do longer maturity treasuries normally have higher yields than shorter ones?

The conventional reason I see for this everywhere is that "investors take on larger risk locking up their money for longer." This is unsatisfactory for me because of the secondary market. ...
curiousgeorge's user avatar
-1 votes
1 answer
29 views

Which maturity date do yields refer to?

I notice that here the current yields of different treasuries are reported each day. However, are there multiple maturity dates for each security with probably different yields? For example, consider ...
curiousgeorge's user avatar