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Advanced Search Results For "TREASURY bills"

1 - 10 of 22,315 results for
 "TREASURY bills"
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Omega portfolio models with floating return threshold.

Publication Type:Academic Journal

Source(s):International Review of Economics & Finance. Nov2022, Vol. 82, p743-758. 16p.

Abstract:The Omega ratio is a risk-performance measure that specifies the upside profit and the downside loss by giving a return threshold (τ). Since there is no clear specification for the return threshold, this study advances the Omega models by incorporating...

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Działania antykryzysowe w obszarze kultury w trakcie pandemii SARS-CoV-2. Stan obecny i wnioski de lege ferenda w zakresie zwiększenia partycypacji obywatelskiej oraz instytucjonalnej.

Publication Type:Academic Journal

Source(s):Przeglad Sejmowy. 2021, Vol. 165 Issue 4, p89-104. 16p.

Abstract:Celem artykułu jest analiza różnych rozwiązań prawnych w zakresie wsparcia instytucji kultury w trakcie stanu epidemii. Przeprowadzono przegląd działań Ministerstwa Kultury i Dziedzictwa Narodowego wspierających instytucje kultury w Polsce w czasie epi...

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Financial cycles around the world.

Publication Type:Academic Journal

Source(s):International Journal of Finance & Economics. Jul2022, Vol. 27 Issue 3, p3163-3201. 39p.

Abstract:The recent global financial crisis has highlighted the importance of better understanding inherent instability in financial markets invoking recurrent boom‐bust cycles and leading to devastating macroeconomic effects. We use dynamic factor models and s...

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Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium*.

Publication Type:Academic Journal

Source(s):Review of Finance. Feb2022, Vol. 26 Issue 1, p117-162. 46p.

Abstract:We price the risky component of specialness spreads—identified by their deviations from the expected auction cycle—within a dynamic term structure model estimated using daily prices of all outstanding Treasury securities and corresponding special colla...

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Tell Me Why I Do Not Like Mondays.

Publication Type:Academic Journal

Source(s):Mathematics (2227-7390). Jun2022, Vol. 10 Issue 11, p1850-1850. 22p.

Abstract:We conduct a strict and broad analysis of the 30-day expected volatility (VIX) of five very active individual US stocks, three US domestic indices, and that of 10-year US Treasury notes. We find prominent non-random movement patterns mainly on Mondays ...

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TIPS Liquidity Premium*.

Publication Type:Academic Journal

Source(s):Review of Finance. Nov2021, Vol. 25 Issue 6, p1639-1675. 37p.

Abstract:We introduce an arbitrage-free term structure model of nominal and real yields that accounts for liquidity risk in Treasury inflation-protected securities (TIPS). The novel feature of our model is to identify liquidity risk from individual TIPS prices ...

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