Linear regression and Rising yield curve: Difference between pages

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A statistical technique which aims to establish whether a linear relationship exists between one quantity and another.
This means that prevailing market yields are higher for longer maturities.
 
In this situation par yields are the lowest, zero coupon yields are higher than the par yields, and the forward yields are the highest of all.




== See also ==
== See also ==
* [[Correlation]]
* [[Flat yield curve]]
* [[Linear]]
* [[Forward yield]]
* [[Regression analysis]]
* [[Par yield]]
* [[Zero coupon yield]]

Revision as of 19:38, 3 July 2014

This means that prevailing market yields are higher for longer maturities.

In this situation par yields are the lowest, zero coupon yields are higher than the par yields, and the forward yields are the highest of all.


See also