@article {Belbase78, author = {Eknath Belbase and Daniel Szakallas}, title = {The Yield Curve and Mortgage Current Coupons}, volume = {11}, number = {4}, pages = {78--86}, year = {2002}, doi = {10.3905/jfi.2002.319313}, publisher = {Institutional Investor Journals Umbrella}, abstract = {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.}, issn = {1059-8596}, URL = {https://jfi.pm-research.com/content/11/4/78}, eprint = {https://jfi.pm-research.com/content/11/4/78.full.pdf}, journal = {The Journal of Fixed Income} }