tag:blogger.com,1999:blog-5908830827135060852.post3108118218742352347..comments2024-03-01T02:40:14.946-05:00Comments on Bond Economics: What Does "Fair Value" For Bond Yields Mean?Brian Romanchukhttp://www.blogger.com/profile/02699198289421951151noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-5908830827135060852.post-89035220167138207192021-03-22T13:13:23.324-04:002021-03-22T13:13:23.324-04:00Are you referring to this passage?
“ The fit is a...Are you referring to this passage?<br /><br />“ The fit is actually not that bad given the extreme simplicity of the model, although the quality deteriorated recently. I expect to discuss this model further in a later article, as I can use it to explain the weaknesses of models that are not built around rate expectations.”<br /><br />On my initial pass, I did not see anything that fit. You could check the articles by date, and see whether I wrote within a few weeks of this one’s publication date. (I’ve got to do other things, but I don’t recall an immediate followup.) The closest match I could spot was written much later.<br /><br />http://www.bondeconomics.com/2019/12/why-rate-expectations-dominates-bond.htmlBrian Romanchukhttps://www.blogger.com/profile/02699198289421951151noreply@blogger.comtag:blogger.com,1999:blog-5908830827135060852.post-27105532785707196002021-03-22T12:59:49.188-04:002021-03-22T12:59:49.188-04:00Hey Brian, where can I find the folow-up article? ...Hey Brian, where can I find the folow-up article? <br /><br />Kind Regards Anonymoushttps://www.blogger.com/profile/03023743021431958054noreply@blogger.com