Reaching for duration and leverage in the Treasury market

Daniel Barth, R. Jay Kahn, Phillip Monin and Oleg Sokolinskiy

Year of publication:	May 23, 2024
Authors:	Barth, Daniel ; Kahn, R. Jay ; Monin, Phillip ; Sokolinskiy, Oleg
Publisher:	Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	Treasury markets \| mutual funds \| duration \| indexing \| futures \| mortgage-backed securities \| Staatspapier \| Government securities \| Investmentfonds \| Investment Fund \| Asset-Backed Securities \| Asset-backed securities \| Dauer \| Duration \| Index-Futures \| Index futures

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