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Again - we're talking about whether a particular system is "robust". Yields are
simply the inverse of prices when it comes to bonds. The inverse of any
indicator/system that works ok on bonds should work ok on yields (assuming you're
talking about similar bonds/yields - e.g., tbonds and 30 year yields - not the
prices on low rated junk versus the yield on the 3 month tbill). Robyn
Robert Cummings wrote:
> I don't know but when trying to compare the results of somebody else's
> study you would have to use the same formula they used.
> Robert
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