Reversal – Yield Change Factor in Fixed Income
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Beyond Carry and Momentum in Government Bonds
Jérôme Gava; William Lefebvre; Julien Turc
École Polytechnique- BNP Paribas (France)
- BNP Paribas
- Ecole Polytechnique
- Laboratoire de Probabilités, Statistique et Modélisation
- Laboratoire de Probabilités, Statistique et Modélisation (LPSM)
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