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![]() Date: 2012-01-12 12:02:16Statistics Regression analysis Fixed income market Yield curve Summary statistics Normal distribution Variance Interest rate Liquidity premium Heteroscedasticity Standard deviation Errors and residuals | Add to Reading List |
![]() | The TIPS Liquidity Premium Martin M. Andreasen† Jens H. E. Christensen‡ Kevin Cook§ Simon Riddell∗DocID: 1sdI1 - View Document |
![]() | A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPRDocID: 1rfxg - View Document |
![]() | An Estimate of the Liquidity PremiumDocID: 1quOG - View Document |
![]() | CG_LSAP_and_TIPS_liquidity_20160107_JC.dviDocID: 1qis4 - View Document |
![]() | PRICING METHODOLOGY 1. Remaco Pricing Methodology RDL provides pricing indications for bond coupons, bonds being issued at par (100%). The coupon is determined accordingly. Since investors participate in a tender processDocID: 1ppQP - View Document |