Midterm

Exercise Set 4: Q 11

Re: Exercise Set 4: Q 11

by Diogo Manuel Gonçalves Luís -
Number of replies: 0
Hi Maria,

In fact, the regression considers the cells from 249 to 308, you can validate this by redoing the regression - so please ignore that note.

Risk Free Rates in the dataset are divided by 12 as we want to use monthly returns and the 3M GECU3M Index provides annualized data.

Best,

Diogo