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q-fin.GN2026
Historical Reflections on Interest Rates and the Emergence of the Yield Curve
Olivier Guéant
This text grew out of a historical introduction initially written for a study of interest rates in cryptocurrency markets. The difficulty of defining a term structure for a currenc…
q-fin.GN2025
Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market
Philippe Bergault, Sébastien Bieber, Olivier Guéant +1
In traditional financial markets, yield curves are widely available for countries (and, by extension, currencies), financial institutions, and large corporates. These curves are us…