Summary One-month forward Australian Government Bond rates peaked at 5.40% this week, compared to 5.48% the previous week. The...
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SAS Weekly Australian Dollar and Government Bond Yield Simulation, May 16, 2025: Median FX Rate Scenario 0.6385 One Year Forward
Summary One-month forward Australian Government Bond rates peaked at 5.48% this week, compared to 5.39% the previous week. The...
SAS Weekly Australian Dollar and Government Bond Yield Simulation, May 9, 2025: Median FX Rate Scenario 0.6411 One Year Forward
Summary One-month forward Australian Government Bond rates peaked at 5.39% this week. The 2-year/10-year Australian Government...
SAS Weekly Australian Dollar and Government Bond Yield Simulation, April 25, 2025: Median FX Rate Scenario 0.6391 One Year Forward
Summary One-month forward Australian Government Bond rates peaked at 5.05% this week, compared to 5.12% the previous week. The...
SAS Weekly Australian Dollar and Government Bond Yield Simulation, April 17, 2025: 5 to 10 Year Forward Rates Down 0.40%
Summary One-month forward Australian Government Bond rates peaked at 5.12% this week, compared to 5.52% the previous week. The...
SAS Weekly Australian Dollar and Government Bond Yield Simulation, April 11, 2025: Most Likely Range for 3-month Yield in Five Years Rises One Percent
Summary One-month forward Australian Government Bond rates peaked at 5.52% this week, compared to 4.92% the previous week. The...
SAS Weekly Australian Dollar and Government Bond Yield Simulation, March 28, 2025: Median Scenario for the Australian Dollar in One Year is 0.6314
Summary One-month forward Australian Government Bond rates peaked at 5.26% this week, compared to 5.19% the previous week. The...
A 12-Factor Heath, Jarrow, and Morton Stochastic Volatility Model For 13-Country `World’ Government Bonds, Using Daily Data from January 1, 1962 through September 30, 2021
Donald R. van Deventer[1] First Version: October 19, 2021 This Version: October 21, 2021 ABSTRACT Please note: Kamakura...