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We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. Bonds have been classified according to a suitable metric based on the correlation among them. The classification shows how the correlation among fixed income securities depends strongly on...
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With a novel experimental design we investigate whether risk perception, return expectations, and investment propensity are influenced by the scale of the vertical axis in charts. We explore this for two presentation formats, namely return charts and price charts, where we depict low- and...
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Several devices in designing composite indicators for policy monitoring and benchmarking are discussed: weighting and scaling of variables, hierarchical organization, handling rank-based variables, relief tables, survey simulation techniques which combine normative and empirical data. Some...
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