Essays on predictability of equity and bond risk premia
The purpose of this thesis is to investigate the evidence of return predictability in equity and treasury markets. The first topic investigates the evidence on return predictability from an economic perspective. We use a simple model that incorporates a time varying investment opportunity set into a...
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Imperial College London
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.656382 |