A Bond Market Timing Model
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Move long or short, depending on the spread between the gross risk premium and calculations of a normal risk premium.
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A Bond Market Timing ModelBenari, YoavJournal of Portfolio
Management; Fall 1988; 15, 1; ABI/INFORM Globalpg. 45
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Reproduced with permission of the copyright owner. Further
reproduction prohibited without permission.
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Reproduced with permission of the copyright owner. Further
reproduction prohibited without permission.
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Reproduced with permission of the copyright owner. Further
reproduction prohibited without permission.
