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Recursion In News

MSCI Uses Recursion Data in Study of MBS Duration Dynamics

8/3/2021

 
MSCI
MSCI has just released a report “Managing Against MBS Indexes: A Duration Perspective[1]” that details the reasons that the MBS Index duration extended dramatically even though the 30-year mortgage rate was little changed over the period from June 2020 – June 2021. Read More

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