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Stock Volatility Moves Treasurys

Understanding the volatility of Treasury bond returns, as well as the volatility of both the level and slope of the Treasury term-structure, are fundamental issues in finance. What’s more, they have important implications for investors and portfolio design.

Researchers have offered both theory and empirical evidence that suggest important linkages between equity risk and the Treasury bond market.

Read the rest of the article on ETF.com.

 

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