PT  - JOURNAL ARTICLE
AU  - Eknath Belbase
AU  - Daniel Szakallas
TI  - The Yield Curve and Mortgage Current Coupons
AID  - 10.3905/jfi.2002.319313
DP  - 2002 Mar 31
TA  - The Journal of Fixed Income
PG  - 78--86
VI  - 11
IP  - 4
4099  - https://pm-research.com/content/11/4/78.short
4100  - https://pm-research.com/content/11/4/78.full
AB  - The authors investigate the relationship between mortgage current coupons and Treasury rates and swap rates using several regression-based approaches. While Treasury rates have predicted mortgage rates well in the past, swap rates appear to have become more reliable predictors since about 1998.