Maggie Lake Talking Markets  cover image

Episode 87: Bond Market "Will Fail To Outperform Cash". With Andy Constan.

Maggie Lake Talking Markets

00:00

How Does Mortgage Convexity Affect the Curve?

Harry asks about the convexity trade in mortgages and Andy explains negative convexity, refinancing flows, and potential duration chasing.

Play episode from 16:40
Transcript

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app