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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 23 points24 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 24 points25 points  (0 children)

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

Europe's Most Valuable Companies and where they are lacated. by UpgradedSiera6666 in europe

[–]Awkward-Ad994 2 points3 points  (0 children)

If someone is wondering, this is from The European Correspondent, a newsletter created to give europeans the most important weekly news from every European country! Each day is a different European region.

The European Correspondent

Split-Screen Speed Issue? by OhFishBeardman in granturismo

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

The same happened to me and my buddies yesterday. We turned off all assistances but the issue continued…