19:49 Mar 22, 2020 |
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English language (monolingual) [PRO] Bus/Financial - Finance (general) / Fixed Income | |||||||
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SUMMARY OF ALL EXPLANATIONS PROVIDED | ||||
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4 | duration improved//recovered |
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4 | duration recovered |
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3 | prices of longer term government (treasury) bonds rose |
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Discussion entries: 5 | |
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duration improved//recovered Explanation: my take |
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duration recovered Explanation: There different kinds of duration; Macaulay duration, effective (modified) duration, dollar duration, key rate duration. Also convexity is related to duration. Although the Macaulay duration comes to mind fist, effective duration is more useful I think. It measures the sensitivity of the price of fixed-income securities to the interest changes. Here, I Think, effective duration is referred. Source: Bond Market Analysis, and Strategies, Frank J. Fabozzi You can also check Investments, Bodie, Cane, Marcus (it is very famous) |
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prices of longer term government (treasury) bonds rose Explanation: When there is a lot of uncertainty, investors would buy longer term government (treasury) bonds, because it is a "safe haven", causing their prices to rise. |
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