Browsing BI Open by Author "Myran, Eivind"

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Exploring the Relationship Between the Slope of the Yield Curve, Volatility, and the Profitability of Momentum Trading Strategies in US Stocks: An Empirical Analysis

Myran, Eivind; Solberg, Torkel Nikolai (Master thesis, 2023)

This thesis explores the interplay between yield curve inversions, volatility and Momentum trading strategy performance in the US stock market. We test the theory that yield curve dynamics can predict fluctuations in ...