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Bond market clienteles, the yield curve and the optimal maturity structure of government debt
Guibaud, Stéphane / Nosbusch, Yves / Vayanos, Dimitri
financial economics / fixed incomeResource overview

Bond market clienteles, the yield curve and the optimal maturity structure of government debt

Paper2011

by Guibaud, Stéphane, Nosbusch, Yves, Vayanos, Dimitri

Tags
financial economicsfixed incomeinterest ratesterm structure models

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  2. DV01, Dollar Duration, and One-Factor Price Sensitivity

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  4. Financial Return Characteristics

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  2. The Vasicek Model: Mean Reversion, Affine Bond Prices, and the Gaussian Distribution

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