Lisa Airoldi

affiliation not provided to SSRN

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Scholarly Papers (1)

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On the Relationship between Financial Returns and Macroeconomic Factors

Posted: 20 Apr 2009
Lisa Airoldi and Klaus Spremann
affiliation not provided to SSRN and University of St. Gallen

Abstract:

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Multi-factor models, Forecasting asset returns with macroeconomic factors, Business Cycle Phases, US Market, Private Consumption, Gross Domestic Product