Bonds duration and COVID-19: A study on United Kingdom conventional gilts
This article studies whether the government bonds portfolio developed based on bonds duration produces abnormal returns in London Stock Exchange fixed income market during the phase of double-dip recession and COVID-19. The sample consists of UK conventional gilts traded from February 2004 till F...
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| Format: | Article |
| Language: | English |
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Institute of Business Administration
2022-06-01
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| Series: | Business Review |
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| Online Access: | https://ir.iba.edu.pk/businessreview/vol16/iss1/1/ |