Riding the Yield Curve: Diversification of Strategies
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References listed on IDEAS
- Taylor, Mark P, 1992. "Modelling the Yield Curve," Economic Journal, Royal Economic Society, vol. 102(412), pages 524-537, May.
- Tao Wu, 2001. "Monetary policy and the slope factor in empirical term structure estimations," Working Paper Series 2002-07, Federal Reserve Bank of San Francisco.
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- Lenz, Rainer, 2010.
"Analyse der Renditestrukturkurve: Zur Laufzeitenstruktur von Investitions- und Finanzierungsentscheidungen
[Yield curve analysis]," MPRA Paper 26621, University Library of Munich, Germany.
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KeywordsTerm Structure; Interest Rates; Market Efficiency; Taylor Rule;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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