Browsing BI Open by Author "Andrews, Spencer"

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    • Concealed carry 

      Andrews, Spencer; Colacito, Riccardo; Croce, Mariano M.; Gavazzoni, Federico (Peer reviewed; Journal article, 2024)
      The slope carry takes a long (short) position in the long-term bonds of countries with steeper (flatter) yield curves. The traditional carry takes a long (short) position in countries with high (low) short-term rates. We ...