Can you please explain the logic behind decrease in the spot rate leading to a higher hedge ratio and ...
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“As demonstrated by the Greek exit (“Grexit”) crisis, however, the situation changes sharply when the market perceives an imminent threat of devaluation (or a withdrawal from the common currency). Spreads then widen throughout the curve, but especially at the shortest ...
According to my understanding, empirical duration is less than effective duration due to the negative correlation between Risk free rate and spread. So then why do we carry out a regression in empirical duration between %change in price and change ...
question 1 same question has been solved differently by ICAI?
What is the point of entering into a swap when the cost without swap is less than cost with swap?