Insights

Behind the yield curve: uncovering term premia and key drivers of bond markets


Argedion decomposes bond yields into expectations and term premia, revealing how interest rates, inflation, and risk are priced across markets

Estimated components of bond markets
The following represent key components of bond prices, spanning government bond markets across countries, including those not covered by standard datasets

Central banks

Term Premia

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Expected Short Rates

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Inflation Term Premia

Figurative representation of a business analysis

Expected Inflation Rates

Corporate graphs

Expected Real Rates and Equilibrium Rate (r*)

Figurative depiction of a business analysis

TERMpriX

Synthetic index for Global and Eurozone term premia

Figurative representation of the economy

Reports

Reports, Newsletter, Research Notes with insights into term premia and other key factors of yield curve movements

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