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Sanveer Hariparsad
University of Pretoria
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Identifying Optimal Butterfly Weight Schemes in the South African Bond and Swap Markets
Number of pages: 11
Posted: 07 Dec 2023
Sanveer Hariparsad and
Eben Mare
University of Pretoria and University of Pretoria
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Abstract:
butterfly weight schemes, fixed income risk premia, slope, curvature
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