Rising Japanese Government Bond Yields: Barra Integrated ModelVW Staff
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 . . .
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