Financial econometrics

Please use one stock, the US 3-m Treasury bill, the market index and any two macroeconomic variables to answer the questions below. It is assumed that you have at least 15 years of monthly data for this assignment. The assignment can be done in groups and using STATA. The assignment is worth 100 points. Please provide an electronic copy of the solutions/answers to the assignment as well as all relevant data and outputs. Word count: 800-1000.

Attached Files (PDF/DOCX): ASSIGNMENT 1.docx

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