Do preferred habitat investors exist? Evidence from the UK government bond market

DOI10.1016/J.ECONLET.2023.111462OpenAlexW4389163119MaRDI QIDQ6117771

Michael Joyce, Jack Worlidge, Jack Meaning, Julia Giese

Publication date: 20 March 2024

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111462

zbMATH Keywords

cluster analysisyield curvepreferred habitatgilt market

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• A Preferred‐Habitat Model of the Term Structure of Interest Rates

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