Blar i BI Open på forfatter "Nilsen, Andre Nikolai"
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The Influence of Yield Curve Factors on the Conditional Distribution of Equity Risk Premia
Nilsen, Andre Nikolai; Minasow, Dmitrij (Master thesis, 2023)This paper examines the efficacy of how certain yield curve factors, namely the level, slope, and curvature, can predict the shape of cumulative return distributions in equity markets. We utilise the GAMLSS framework to ...