RT Journal Article SR Electronic T1 The Yield Curve and Mortgage Current Coupons JF The Journal of Fixed Income FD Institutional Investor Journals SP 78 OP 86 DO 10.3905/jfi.2002.319313 VO 11 IS 4 A1 Eknath Belbase A1 Daniel Szakallas YR 2002 UL https://pm-research.com/content/11/4/78.abstract 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.