Magnus Sander

Aarhus University - CREATES

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

SCHOLARLY PAPERS

4

DOWNLOADS

629

CITATIONS

4

Scholarly Papers (4)

1.

Stock Return and Dividend Growth Predictability Across the Business Cycle

Number of pages: 57 Posted: 04 Oct 2013 Last Revised: 26 Jan 2015
Stig Vinther Møller and Magnus Sander
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 331 (89,897)
Citation 2

Abstract:

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asset pricing, dividend yield, stock return predictability, dividend growth predictability, present-value relation, bootstrap, business cycles

2.

Bond Market Asymmetries Across Recessions and Expansions: New Evidence on Risk Premia

CREATES Research Paper 2016-26
Number of pages: 62 Posted: 07 Sep 2016 Last Revised: 18 Sep 2017
Aarhus University, University of Aarhus - CREATES, Aarhus University - CREATES and Aarhus University - CREATES
Downloads 166 (178,258)
Citation 1

Abstract:

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Bond return predictability, Business cycle variation in excess returns, Market price of risk, Zero-lower bound, Unspanned macroeconomic risk

3.

Asset Allocation with Business Cycle Dependent Return Predictability

Number of pages: 61 Posted: 22 Feb 2015
Magnus Sander
Aarhus University - CREATES
Downloads 78 (307,725)

Abstract:

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Portfolio choice, business cycles, return predictability, bootstrap

4.

Online Appendix: Bond Market Asymmetries Across Recessions and Expansions: New Evidence on Risk Premia

Number of pages: 52 Posted: 26 Oct 2016 Last Revised: 18 Sep 2017
Aarhus University, University of Aarhus - CREATES, Aarhus University - CREATES and Aarhus University - CREATES
Downloads 54 (372,900)
Citation 1

Abstract:

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Bond return predictability, Business cycle variation in excess returns, Market price of risk, Zero-lower bound, Unspanned macroeconomic risk