Term Structure Theories and Premia

Term-structure theory and premium terms used to interpret yield-curve behavior.

Term-structure theory pages explain why yield curves may slope, flatten, invert, or segment across maturities.

This subsection collects expectation, liquidity preference, segmentation, and term-premium explanations.

In this section

  • Expectation Theory
    Term-structure theory stating that longer-maturity yields mainly reflect expected future short-term interest rates.
  • Liquidity Preference Theory
    Term-structure theory arguing that longer maturities usually need extra yield because investors prefer liquidity and shorter commitments.
  • Market Segmentation Theory
    Term-structure theory arguing that different maturity zones are priced by separate investor demand rather than one unified expectations curve.
  • Term Premium
    Extra yield investors demand for holding longer maturities instead of repeatedly rolling short-term instruments.
  • Unbiased Expectations Hypothesis
    Hypothesis that forward rates are unbiased predictors of future short-term rates, with no systematic term-premium distortion.
Revised on Monday, May 18, 2026