US bond investors weigh 'convexity' risk in recent Treasury yield decline
The recent drop in U.S. yields has raised speculation that a wave of buying of Treasury securities and derivative products ...
Yahoo Finance4d
US bond investors weigh 'convexity' risk in recent Treasury yield decline
These prepayments shorten the average life of the mortgage bond, reducing its yield, with the price increasing less than expected when rates fall. This is called "negative convexity" and leaves ...
The Globe and Mail4d
U.S. bond investors weigh ‘convexity’ risk in recent Treasury yield decline
These prepayments shorten the average life of the mortgage bond, reducing its yield, with the price increasing less than expected when rates fall. This is called “negative convexity” and ...
Investing4d
US bond investors weigh ’convexity’ risk in recent Treasury yield decline
These prepayments shorten the average life of the mortgage bond, reducing its yield, with the price increasing less than expected when rates fall. This is called "negative convexity" and leaves ...