Hasseltoft

Fakultäten » Wirtschaftswissenschaftliche Fakultät » Banking und Finance, Institut für » Prof. Dr. Henrik Hasseltoft » Hasseltoft

Completed research project

Title / Titel	Predictability of asset returns
PDF	Abstract (PDF, 14 KB)
Summary / Zusammenfassung	Focus is on analyzing the predictability of asset returns and in particular stock and bond returns. The project has so far documented evidence of substantial predictability of international bond returns. We find evidence that a single global factor drives expected bond returns across the globe.
Publications / Publikationen	International Bond Risk Premia 2010, Working Paper, Joint with Magnus Dahlquist at Stockholm School of Economics
Keywords / Suchbegriffe	Predictability, International Bond Returns
Project leadership and contacts / Projektleitung und Kontakte	Prof.Dr. Henrik Hasseltoft (Project Leader) henrik.hasseltoft@bf.uzh.ch
Funding source(s) / Unterstützt durch	Universität Zürich (position pursuing an academic career)
In collaboration with / In Zusammenarbeit mit	Magnus Dahlquist Professor of Finance Stockholm School of Economics/Institute for Financial Research (SIFR) Sweden
Duration of Project / Projektdauer	May 2009 to Dec 2011