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Sentiment, Positioning, and Bond Returns: Evidence from the Stone and McCarthy Survey.
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[PDF]
jst.go.jp
債券投資家の予想利回りカーブの期間構造と債券市場の関係性
吉田知紘
, 加藤康之 - 行動経済学, 2017 - jstage.jst.go.jp
抄録 本研究では, QUICK 月次調査< 債券> の調査結果を基にして, 新発 2, 5, 10, 20
年日本国債の 1 ヵ月先予想利回りカーブ及びその変動に対して主成分分析を行い …
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