Blar i BI Open på forfatter "Skinlo, Jørgen"
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Using the interest rate term spread as a means to predict stock market returns
Sandbakken, Sindre Vanebo; Skinlo, Jørgen (Master thesis, 2017)We research an investment strategy; the Asset Allocation Model, incorporating the difference between long-term and short-term interest rate – the interest rate term spread – as a leading indicator for asset class allocation. ...