<?xml version="1.0" encoding="UTF-8"?><rss xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:content="http://purl.org/rss/1.0/modules/content/" xmlns:atom="http://www.w3.org/2005/Atom" version="2.0"><channel><title><![CDATA[Fixed Rate Runner]]></title><description><![CDATA[Fixed Rate Runner]]></description><link>https://www.fixedraterunner.com/blog</link><generator>RSS for Node</generator><lastBuildDate>Tue, 29 Sep 2026 01:52:40 GMT</lastBuildDate><atom:link href="https://www.fixedraterunner.com/blog-feed.xml" rel="self" type="application/rss+xml"/><item><title><![CDATA[The Return of Contractual Yield]]></title><description><![CDATA[Thesis: Why a post-QE credit regime could usher in the return of attractive contractual yields as a durable feature of the economy.  Certainty itself becomes a competitive investment characteristic, not merely a defensive compromise. In his recent article “Princes of the Dollar: Why QE is Over”, Kane McGukin[1] argues that the U.S. may be moving toward a fundamentally different monetary and economic model. This paradigm shift, he says, is from quantitative easing (QE), financial engineering,...]]></description><link>https://www.fixedraterunner.com/post/the-return-of-contractual-yield</link><guid isPermaLink="false">6abae39b949eb7202522aabf</guid><pubDate>Mon, 28 Sep 2026 22:09:58 GMT</pubDate><dc:creator>Roger Proctor</dc:creator></item></channel></rss>