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Global Rates: ECB and BoE meetings, French spreads and Dutch indexation

At Any Rate

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Inflation Indexation Effects on Fund Hedging and Market Trends

This chapter explores the effects of inflation indexation on funds and their hedging strategies, with a focus on historical trends in the 10-30 swap curve. It highlights the mixed evidence surrounding flattening patterns influenced by inflation rates and ECB hiking cycles, urging caution in interpreting market steepness.

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