Profiting from Mean-Reverting Yield Curve Trading Strategies
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- Lenz, Rainer, 2010.
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[Yield curve analysis]," MPRA Paper 26621, University Library of Munich, Germany.
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More about this item
Keywordsyield curve; fixed income trading; market efficiency; Treasury bonds;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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