2 papers
q-fin.MF2026
Long-Run Sovereign Debt Composition: An Analytic Ergodic Framework with Explicit Maturity Structure
Christopher Cameron
This paper describes a discrete-time model of regularly-issued sovereign debt dynamics under a deficit-driven nominal debt growth regime that explicitly accounts for granular matur…
q-fin.PM2018
Visualizing Treasury Issuance Strategy
Christopher Cameron
We introduce simple cost and risk proxy metrics that can be attached to Treasury issuance strategy to complement analysis of the resulting portfolio weighted-average maturity (WAM)…