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RESEARCH 3 notes Factor premia across the rate cycle 01 Rising rates 02 Falling rates 03 Stable rates 04 Market stress MCP adapter obs_date → date · DGS10 → rate MARKET DATA Rates series · FRED DGS10 · monthly · 2004-01 to 2024-12 PREPARATION · RUN Prepare and run Align dates Transform Validate Approved tools, invoked through MCP Equity factor model Factor regression · monthly VERSION v3.2 INPUT none 252 obs RUNS 0 1 Research 3 notes MCP 2 tools
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