Reaching for Duration and Leverage in the Treasury Market
The article reveals that the use of Treasury futures by mutual funds varies significantly over time and across funds, influencing the variation in aggregate Treasury futures open interest.
Featured in No. 48 on 8 May 2024 · 5 days after release · 3 citations today
- Released
- 3 May 2024
- First featured
- No. 48 · 8 May 2024
- Citations (Semantic Scholar)
- 3
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4816018
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).