Good morning,
We are pleased to enclose the latest performance update of the EDHEC-Risk Bond Premium Monitor and highlights history from June 2017.
EDHEC-Risk Institute has launched the EDHEC-Risk Bond Premium Monitor in September 2017. Its purpose is to offer to the investment and academic communities a tool to quantify and analyse the risk premium associated with Government bonds (with an initial focus on US Treasuries).
We calculate the risk premium using two distinct methods: (i) a purely statistical method and (ii) a model-based method.
Yours faithfully,
The EDHEC-Risk team.
research@edhec-risk.com
https://risk.edhec.edu
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EDHEC-Risk Institute
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