Rising Japanese Government Bond Yields: Barra Integrated Model

MSCI’s Oleg Ruban uses the Barra Integrated Model to run stress tests for the impact of rising Japanese Government bond yields on different asset classes in his study, “Stress Scenarios for Japanese Government Bond Yields: Insights from the Barra Integrated Model” of October 2013.

The tests were run in view of apprehensions that these rising yields . . .


This content is exclusively for paying members. Access all of our content on including years of timeless investment news and in depth analysis for only a few dollars a month by signing up here while also supporting quality content and journalism, or learn more about our premium content here

If you are subscribed and having an account error please clear cache and then cookies if that does not work email support@valuewalk.com and we will get back to you as quick as humanly possible

Subscribe to our mailing list

* indicates required

Opt out of occasional 3rd party offers