This paper studies the option market?s implied dividend as a predictor of future equity market returns. We introduce this variable in the simple total return framework and discuss some complications of using it as a proxy for the expected dividend. We construct
The purpose of this study is to examine what affects the changes in credit spreads. A regression model was performed where the explanatory variables were; volatility,SP&500 index, interest-rate level the slope of yield curve and the dependent variable was credit spread for
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