Decomposing Long Bond Returns: A Decentralized Theory (Q6164059)
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scientific article; zbMATH DE number 7705281
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Decomposing Long Bond Returns: A Decentralized Theory |
scientific article; zbMATH DE number 7705281 |
Statements
Decomposing Long Bond Returns: A Decentralized Theory (English)
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30 June 2023
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bond return decomposition
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yield decomposition
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duration
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convexity
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carry effect
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expectation
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risk premium
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local commonality
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butterfly trades
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0.6833813190460205
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0.6663235425949097
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0.6532596945762634
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0.6505283117294312
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0.6465073227882385
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