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CSDA
2008
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CSDA 2008
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Maximizing equity market sector predictability in a Bayesian time-varying parameter model
13 years 11 months ago
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www.cs.unc.edu
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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