Argedion is an independent quantitative research firm specialising in sovereign bond markets. We provide market-based estimates of expectations and risk premia to support investment, risk management and market analysis.

Research Foundation

Argedion's methodology builds on academic research showing that information from long-maturity yields and stochastic volatility can substantially improve the estimation of expected short rates and risk premia across the yield curve.

Do Long-Term Yields Help to Estimate Short-Term Risk Premia?
A. Berardi, R. Brown & S. Schaefer
Journal of Financial Economics, forthcoming
Read the paper ↗