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  • Segmented Arbitrage: Corporate CDS-Bond Basis (Project 12)

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  • CDS-Bond Basis Replication: Project Tour

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  • Dataframe: SE:cds_basis_aggregated - cds_basis_aggregated
  • Dataframe: SE:cds_basis_non_aggregated - cds_basis_non_aggregated

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  • Basis (1)
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Tags

  • CRSP Treasury
  • Federal Reserve Yield Curve
  • WRDS Bond Returns
  • WRDS Markit

Posts in Arbitrage

15 March 2026 - Chart: CDS-Bond Basis Replication

Posts in Basis

15 March 2026 - Chart: CDS-Bond Basis Replication

Posts in Bonds

15 March 2026 - Chart: CDS-Bond Basis Replication

Posts in Cds

15 March 2026 - Chart: CDS-Bond Basis Replication

Posts in Replication

15 March 2026 - Chart: CDS-Bond Basis Replication

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