Essays in empirical asset pricing
In this thesis, I study asset pricing models of stock and bond returns, and therole of macroeconomic factors in explaining and forecasting their dynamics. The first chapter is devoted to the identification and measurement of risk premia in the cross-section of stocks, when some of the risk factors a...
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London School of Economics and Political Science (University of London)
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.674565 |