TY - JOUR T1 - The Yield Curve and Mortgage Current Coupons JF - The Journal of Fixed Income SP - 78 LP - 86 DO - 10.3905/jfi.2002.319313 VL - 11 IS - 4 AU - Eknath Belbase AU - Daniel Szakallas Y1 - 2002/03/31 UR - https://pm-research.com/content/11/4/78.abstract N2 - The authors investigate the relationship between mortgage current coupons and Treasury rates and swap rates using several regression-based approaches. While Treasury rates have predicted mortgage rates well in the past, swap rates appear to have become more reliable predictors since about 1998. ER -