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Browsing Investigación by Subject "Growth factor"

Browsing Investigación by Subject "Growth factor"

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  • Campos, Natalia; Jareño Cebrián, Francisco; Tolentino García-Abadillo, Marta (Institute for Economic Forecasting, 2016)
    This study focuses on analyzing the influence of changes in 10-year nominal interest rates on US sector returns, distinguishing two different periods, before and after the subprime crisis. We run the three-factor model ...

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