Updated interest rate (3m yields) compared to 1/PE. Did some for overnighters and longer yielding treasuries but found 3m gave best fit.
General shapes are there, but the line up of peaks and troughs aren't crash hot, sometimes they're good, sometimes they miss by years.
Those 3m yields are at historical lows, looks like they're needed to hold things up.
Updated interest rate (3m yields) compared to 1/PE. Did some for...
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