We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …

Effective government policies may reduce uncertainty in sovereign bond markets. Can policy
responses help to curb bond market volatility during the COVID-19 pandemic? To answer …

In this article, the authors investigate the ability of currency carry strategies to mitigate the US-
dollar risk of US and global bond benchmark indices. Using the Fama-French and currency …

Without considering the underlying risk dynamics and jumps, Wu and Zhu (2016) recently
proposed an ingenious approach of hedging options statically with an option portfolio. We …

With interest rates in developed markets (DM) currently hovering at historic lows, a long-only
exposure to DM sovereign fixed income may prove challenging in the years ahead. Style …

Résumé La présente thèse porte sur les méthodes de contrôle stochastique appliquées à la
résolution de problèmes survenant dans le domaine de la finance quantitative, tels que la …

Developed Markets Sovereign Bonds Investing â•’ Enhancing Style with Sentiment Page 1
RAVENPACK 10 wilmott magazine With sovereign bond yields steadily falling for much of the …