Low volatility anomaly, and the leading effect over changes in interest rates – evidence from U.K.

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Volume Title
School of Business | Bachelor's thesis
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Date
2017
Major/Subject
Mcode
Degree programme
Rahoitus
Language
en
Pages
27
Series
Description
Thesis advisor
Lof, Matthijs
Keywords
low volatility anomaly, risk and return relationship, government bonds, interest rates
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Citation