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    Maximizing equity market sector predictability in a Bayesian time-varying parameter model
    14 years 22 days ago
    Maximizing equity market sector predictability in a Bayesian time-varying parameter model
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    A large body of evidence has emerged in recent studies confirming that macroeconomic factors play an important role in determining investor risk premia and the ultimate path of eq...
    Lorne D. Johnson, Georgios Sakoulis
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