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SSRNDerivatives & Volatility

Hedge Fund Trading and Sovereign Bond Yield Sensitivity

Leveraged hedge fund positions amplify sovereign bond yield sensitivity to monetary shocks by over a quarter through directional rebalancing, with effects scaling to position intensity.

Featured in No. 132 on 25 Sep 2026 · 2 days after release

Released
23 Sep 2026
First featured
No. 132 · 25 Sep 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
3 of 5
Identifier
SSRN 7506360
Authors
Felix Hermes

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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