3
votes
Adjusting volatility while constructing portfolio
Page 6 also describes
Long-short portfolios take long (or short) positions in assets with favorable (or unfavorable) macroeconomic trends relative to the cross-sectional average, and are designed ...
1
vote
basic econometric model on country spread methodology
These are good questions.
1: Yes. Similarly, consider absolute yield level as a regressand.
2: Regress on unemployment absolute AND difference. You can toss out any statistically insignificant (||&...
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