Finance & Investing · Fixed Income & Credit

Interest Rate Dynamics

A topic within Fixed Income & Credit, itself one of 11 topics in that field and part of Finance & Investing.

Reading on Interest Rate Dynamics

2 works

Report2013

Investor Bulletin: Fixed Income Investments — When Interest Rates Go Up, Prices of Fixed-Rate Bonds Fall

U.S. Securities and Exchange Commission, Office of Investor Education and Advocacy

Explains why a rise in prevailing interest rates mechanically lowers the market price of existing fixed-rate bonds, and why longer maturities amplify this sensitivity.

Finance & Investing · Fixed Income & Credit

FreeEntry

Paper2009

A Preferred-Habitat Model of the Term Structure of Interest Rates

Dimitri Vayanos & Jean-Luc Vila

Models the yield curve as arising from arbitrageurs intermediating between investors with fixed preferred maturity habitats, so that supply and demand shocks at one maturity affect yields at other maturities only through limited arbitrage capital.

link checked 17 Sept 2026

Finance & Investing · Fixed Income & Credit

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