If interest rates are expected to increase in the future, one would expect to see an upward sloping yield curve

If the yield curve is near the top of the business cycle and is downward sloping, financial institutions should try to lengthen the maturity of their liabilities.

A downward sloping yield curve forecasts higher future interest rates.

The less marketable a security, the higher its yield.

Default risk premiums are usually smaller during periods of high economic growth.

Bonds rated Baa would have higher yields than Aaa bonds, and higher prices, everything else the same.

Callable bonds have higher market yields than noncallable bonds.

Expected higher rates of inflation will lead to an upward sloping yield curve.

A put option sets a "floor" or minimum price of a bond at the exercise price, which is generally at or above par value.

Liquidity premiums cause an observed yield curve to be less upward sloping than that predicted by the expectations theory

A convertible bond will generally have a higher market yield relative to similar, nonconvertible bonds.

Putable bonds offer higher yields than similar non-putable bonds

A descending yield curve forecasts higher short-term rates in the future.

The market segmentation theory allows for the possibility of a discontinuous yield curve.

According to the preferred habitat theory, investors may change their preferred maturity in response to expected yield premiums.