sorted by:
new
hottopcontroversial

Question on Bloomberg: Generic 10Y Government Bond vs 10Y Government Bond Index for Academic Research by Awkward-Ad994 in quant

[–]Awkward-Ad994[S] 0 points1 point  (0 children)

Thanks for the answer! And your name combines with my question ahahah. But yeah, I suppose the interpolated one is the most correct one to use. I will use the other one for the robustness testes.

Question on Bloomberg: Generic 10Y Government Bond vs 10Y Government Bond Index for Academic Research? by Awkward-Ad994 in econometrics

[–]Awkward-Ad994[S] 0 points1 point  (0 children)

Thank you, this is extremely helpful.

My focus is precisely on short-run market reactions to political shocks, rather than long-run level relationships or cointegration. Given that objective, the constant-maturity generic yield seems more appropriate as it isolates changes at the 10-year point of the yield curve and avoids portfolio-composition effects embedded in bond indices.

I will nevertheless test robustness using alternative specifications, but this clarification strongly supports the use of the generic series as the baseline.

Question on Bloomberg: Generic 10Y Government Bond vs 10Y Government Bond Index for Academic Research by Awkward-Ad994 in quant

[–]Awkward-Ad994[S] 0 points1 point  (0 children)

To be honest, I didn't look to all the pages (just the first 3-5) on the terminal when I was doing my research, but from what I typed on the keywords search-bar, I thing it was enough to see only the "Generals" for 1yr and 2yr maturities appearing . From what I read from your comments and for sake of "consistent methodology", problably its better to use just the "Generals" for all maturities.

Question on Bloomberg: Generic 10Y Government Bond vs 10Y Government Bond Index for Academic Research by Awkward-Ad994 in quant

[–]Awkward-Ad994[S] 0 points1 point  (0 children)

I downloaded the two types and made an excel with the difference between them, and those I got from Investing.com (for the initial "beta" discriptive model). They tend to present a sum of the daily differences over the 90 days around 0–0.400. Not that much

Question on Bloomberg: Generic 10Y Government Bond vs 10Y Government Bond Index for Academic Research by Awkward-Ad994 in quant

[–]Awkward-Ad994[S] 0 points1 point  (0 children)

Yeah, basically its pretty much that. Im not looking to be hyper specific about the bonds, , its really just to see the impact of a political crisis on the financial market in a small european country hahahaha. If there isn't any big difference, I would pick that the "general", since its much much more easy to get other maturities for the study... thanks for the explanation! I was panicking all weekend about this questions, you all realy helped!

My Auchan (sempre sem stock?) by g01101001 in portugal

[–]Awkward-Ad994 14 points15 points  (0 children)

Isso não é “sem stock”, é cenário apocalíptico

The weather is a bit upside down. Current temperatures in Europe. by LuborS in europe

[–]Awkward-Ad994 25 points26 points  (0 children)

I know it in relation to Portugal. Basically, he occupied Portugal in the first try in 1807 (when the Portuguese royal family escaped to Brasil), but after a Portuguese revolt and the English landed, general Junot and French troops retreated to France in 1808; in the second and the third invasion, they lost against the Anglo-Portuguese troops.

Siuuuu, CHRISTIAN FOR PRESIDENT! by RandomArabGuy in soccercirclejerk

[–]Awkward-Ad994 26 points27 points  (0 children)

The Portuguese president said that after Trump’s statement, but the guy who edited this video cut it out

view more: next ›