I was interviewed for an article at RateSpy.com: "
The Market’s Message: Go Short, or Variable." The interview questions were about everyone's favourite fixed income subject -- rate expectations and the term premium. (Luckily, there were no questions about affine term structure models...) For those of you interested in Canadian interest rates, in addition to collecting Canadian mortgage rates, the site has news about mortgages and interest rates. (I have not been in the market for a mortgage for a long time, so I am not too familiar with the web site.)
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