2003-2013 published economic indicator‘s impact on yields of U.S. treasury notes and bonds
##plugins.themes.bootstrap3.article.main##
Abstract
Based on economic indicators which were published during 2003-2013 in the United States of America, the authors of this article have created statistically sound models which can be used to forecast yields of the U.S. Treasuries and both direction and size of yields change as economic situation in the USA changes. The authors have estimated the relation between these yields and various U.S. economic indicators. Investors may use these models as an additional tool during investment portfolio assets allocation process. The authors have examined relations between selected economic indicators and two- , five- , ten- and twenty year maturity of the U.S. Therefore, treasury securities, which are part of the securities yield variation, are not explained in the article.
##plugins.themes.bootstrap3.article.details##
Authors contributing to Business Systems & Economics agree to publish their articles, allowing third parties to share their work (copy, distribute, transmit) and to adapt it, under the condition that the authors are given credit.
Authors retain copyright of their work, with publication rights granted to Mykolas Romeris University.
