archived_user
New member
- Jun 18, 2026
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having trouble with the FI SS #9 where they go through:
country beta, duration, and the change in yield of the foreign bond
can someone help break it down..
changed in foreign yield = beta * change in domestic yield
and while we’re at it: what’s a good way to distinguish proxy hedge from cross hedge..
country beta, duration, and the change in yield of the foreign bond
can someone help break it down..
changed in foreign yield = beta * change in domestic yield
and while we’re at it: what’s a good way to distinguish proxy hedge from cross hedge..