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.

Transcript
Play full episode

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