Bond return predictability in expansions and recessions
Year of publication: |
2013-04-25
|
---|---|
Authors: | Engsted, Tom ; Møller, Stig V. ; Sander, Magnus |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Return predictability | expansions and recessions | out-of-sample tests | power properties | mean-variance investor | expectations hypothesis |
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