Active management of people’s Republic of China treasuries

Signore, Giulia (A.A. 2019/2020) Active management of people’s Republic of China treasuries. Tesi di Laurea in Chair of fixed income, credit and derivatives, Luiss Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 56. [Master's Degree Thesis]

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Overview of the main characteristics and developments of Chinese bond market. The opening up process of Chinese bond market. Foreign participation. Bond market development. Opportunities for improvement in the bond market. Yield curve: which factors mostly influence it? Chinese yield curve components. Factors affecting the yield curve. Active management. Variables. Forecasting model. Backtest of the strategy. Investment implications. Results.


Bibliografia: pp. 55-56.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Chair of fixed income, credit and derivatives
Thesis Supervisor: Cybo-Ottone, Alberto Adolfo
Thesis Co-Supervisor: Langer, Marshall
Academic Year: 2019/2020
Session: Extraordinary
Additional Information: Tesi discussa all'estero.
Deposited by: Alessandro Perfetti
Date Deposited: 07 Jul 2021 13:44
Last Modified: 07 Jul 2021 13:44


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