Asymmetric Violations of the Spanning Hypothesis

Articles

Asymmetric Violations of the Spanning Hypothesis

Author
Raul Guarini Riva
Co-authors
Gustavo Freire
Abstract
Keywords
Spanning hypothesis; Predictability; Principal Components; Bond Pricing; Forecasting;
Modality
Comunicação oral
Subject Area
ESTE 2023

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Reference

RIVA, Raul Guarini; FREIRE, Gustavo. Asymmetric Violations of the Spanning Hypothesis. In: ESTE 2023 - Hotel Torres da Cachoeira, 2023. Available in: <https://doity.com.br/anais/este-2023/trabalho/286938>. Available in: 19/12/2024 at 04:16