Fixed income
As of Oct 8, 2026, AdvisorIQ lists 7 research pieces on fixed income.
Bonds and other fixed income hold a central place in many client portfolios, as a source of income and a counterweight to equity risk. Duration, credit quality and the shape of the yield curve all bear on how those holdings behave when rates move. This page gathers webinars, replays, CE webinars from around the industry and research on fixed income for independent advisors.
From the research library
More research on fixed incomeLinks go to each publisher's own page. AdvisorIQ writes the summaries; inclusion is editorial and never paid.
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California designs its fiscal comeback built to last
A Nuveen municipal credit analyst reviews how California rebuilt its finances after the 2009 crisis through budget, reserve and tax reforms. The state enters fiscal 2027 with $35.2 billion in reserves, and the analyst sees its general obligation credit as far stronger, though heavy reliance on income taxes tied to the stock market remains a risk.
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Trading US Corporate Bonds: It Pays to Be Flexible
Dimensional researchers study 159 million trades in US corporate bonds to see whether flexibility in which bonds to buy pays off. From 2013 to 2024, bonds that were expensive to trade lagged cheaper substitutes with similar quality, duration and yield by 20 basis points on average over three months, net of costs, across credit tiers.
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What's Pushing Long-Term Bond Yields Higher?
PIMCO examines why long-dated government bond yields in the US and abroad reached their highest levels in nearly two decades, with the 30-year Treasury near 5.3%. It points to heavy government borrowing, long-dated AI-related corporate issuance and inflation worries, and argues the move is mostly about real yields rather than inflation expectations.
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Time for Core (Plus) Bond Portfolios Again?
Franklin Templeton Institute strategists argue that yields across bond sectors now justify moving from a short-duration stance toward core and core plus portfolios, using a 10-year Treasury yield near 4.75% as the point to start extending. The piece gives sector views on Treasuries, credit, emerging market debt and euro bonds.
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Treasury Market Liquidity Since April 2025
New York Fed economists track how easy it has been to trade Treasuries since the April 2025 tariff announcement. Liquidity worsened sharply during that shock, recovered quickly once some tariffs were rolled back, and held fairly steady into early 2026.
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Why have far-forward nominal Treasury rates increased so much in the past few years? Old risks reemerge in an era of Fed credibility
Fed Board economists ask why long-term Treasury yields stayed high even after 175 basis points of rate cuts. They trace it to a higher risk premium driven by worries about supply shocks and federal deficits, and find no sign that fear of future inflation played a role.
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5 core bond themes for 2026: Defense now, offense later
A Capital Group bond manager sets out five themes for core bond portfolios in 2026, after a year in which the broad US bond market returned more than 7%. He favors short and intermediate maturities, finds corporate credit valuations unattractive, and prefers higher-quality securitized bonds while waiting for better entry points.
Research and CE webinars from around the industry link to the publisher's or host's own page. AdvisorIQ writes the summaries; inclusion is editorial and never paid. CE for webinars from around the industry is shown as each host states it; AdvisorIQ does not confirm it. Times are Eastern. Today is Oct 8, 2026.