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
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