Yield Curve Control
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- Liyan Yang & Haoxiang Zhu, 2021. "Strategic Trading When Central Bank Intervention Is Predictable [Uncovering hedge fund skill from the portfolio holdings they hide]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 735-761.
- Sven Klingler & Suresh Sundaresan, 2019. "An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans," Journal of Finance, American Finance Association, vol. 74(2), pages 675-710, April.
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More about this item
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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