Essays about: "U.S. Treasury Bonds"
Found 1 essay containing the words U.S. Treasury Bonds.
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1. The Effect of Bond Convexity in Abnormal Volatility
University essay fromAbstract : According to earlier empirical studies, convexity in the U.S. treasury market is arbitrage-free priced. This paper study whether the arbitrage-free pricing of convexity held even in the financial crisis and the volatile period that followed. READ MORE
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