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Steven Sabol

Capital Markets Data

2 Streeter Ave

Salem, NH 03079

United States

SCHOLARLY PAPERS

14

DOWNLOADS

1,465

TOTAL CITATIONS

9

Scholarly Papers (14)

1.

The Layman's Summary of the Expected Bond Return Literature

Number of pages: 35 Posted: 13 Jan 2016 Last Revised: 21 Jan 2016
Steven Sabol
Capital Markets Data
Downloads 197 (391,686)

Abstract:

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income gap, acm, mortgage duration, expected returns, treasury returns, yield curve, inflation risk premium, liquidity risk premium

2.

A Note on Forecasting Treasury Returns with GDP

Number of pages: 16 Posted: 21 Nov 2015
Steven Sabol
Capital Markets Data
Downloads 152 (494,203)
Citation 2

Abstract:

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Bond risk premia, bond returns, Cieslak and Povala, returns

3.

Stylized Facts about the Level of Inflation and Short and Long-Term Interest Rates

Number of pages: 9 Posted: 04 Dec 2015
Steven Sabol
Capital Markets Data
Downloads 146 (505,974)

Abstract:

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inflation, interest rates, yield curve, volatility, bonds, OECD, real rates

4.

Decomposing Expected Bond Returns

Number of pages: 10 Posted: 16 Dec 2015
Steven Sabol
Capital Markets Data
Downloads 137 (537,489)
Citation 1

Abstract:

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Bond returns,expected returns, bond risk premia, inflation risk premium, liquidity risk premia

5.

The Ins and Outs of Labor Market Forecasting

Number of pages: 38 Posted: 20 Nov 2015
Steven Sabol and Reid Calamita
Capital Markets Data and James Madison University
Downloads 125 (600,462)
Citation 1

Abstract:

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labor market, forecasting, gross flows, transition rates

6.

What are Treasury On-Off Spreads Actually?

Number of pages: 16 Posted: 07 Aug 2018 Last Revised: 13 Aug 2018
Steven Sabol
Capital Markets Data
Downloads 110 (645,052)

Abstract:

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treasury fitting errors, liquidity, inflation risk

7.

The Tokenomics of SPL-404

Number of pages: 17 Posted: 12 Aug 2024
Steven Sabol and Steven Sabol
Capital Markets Data and Independent
Downloads 97 (715,072)

Abstract:

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WEB3, NFT, Solana

8.

The Monetary Policy Risk Premium and Expected Bond Returns

Number of pages: 18 Posted: 26 Dec 2015
Steven Sabol
Capital Markets Data
Downloads 90 (747,755)
Citation 1

Abstract:

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expected returns, bond risk premia, bond returns, forecasting, monetary policy, federal reserve

9.

A Note on Using Macro Variables to Forecast Bond Returns

Number of pages: 13 Posted: 16 Dec 2015
Steven Sabol
Capital Markets Data
Downloads 87 (759,537)
Citation 2

Abstract:

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expected returns, bond risk premia, bond returns, forecasting

10.

Revisiting Two Old Bond Topics: The Government Bond Dealer and New-Seasoned Bond Spreads

Number of pages: 80 Posted: 05 Jan 2018 Last Revised: 17 Jan 2018
Steven Sabol
Capital Markets Data
Downloads 85 (777,583)
Citation 1

Abstract:

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Primary dealers, Treasury Issuance, Treasury spline errors

11.

CMD-MD: A Monthly Database for Macro-financial Research

Number of pages: 19 Posted: 29 May 2019 Last Revised: 26 Jun 2019
Steven Sabol
Capital Markets Data
Downloads 81 (803,225)

Abstract:

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Capital Markets, Foreign, Data, Database, Expected Bond Returns, Primary Dealers, FRED MD, Treasuries, Issuance, Net Positions

12.

From Fraser to Fred: Imports and Exports by Region and Country (1920 - 2017)

Number of pages: 17 Posted: 24 Sep 2018
Steven Sabol
Capital Markets Data
Downloads 56 (1,010,164)

Abstract:

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Imports, Exports, Historical, U.S. Trade, International, Datasets

13.

The History of Foreign Transactions in U.S. Securities Markets

Number of pages: 13 Posted: 24 Sep 2018
Steven Sabol
Capital Markets Data
Downloads 56 (1,000,027)
Citation 1

Abstract:

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TIC, International, Capital Markets, Data-set, Treasuries, Corporate Bonds, Federal Agency Debt, Financial Flows

14.

An Introduction to the Tokenomics of Purigotchi

Number of pages: 9 Posted: 18 Oct 2024
Steven Sabol and Steven Sabol
Independent and Capital Markets Data
Downloads 46 (1,121,190)

Abstract:

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