题目
题目

BU.232.640.W5.SP25 Quiz 3

单项选择题

The Fama-MacBeth method is primarily used to:

选项
A.Estimate bond yield spreads
B.Remove multicollinearity in regressions
C.Calculate Sharpe Ratios
D.Test asset pricing models across time and securities
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标准答案
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思路分析
Question restatement: The Fama-MacBeth method is primarily used to: options provided include four statements. Option 1: 'Estimate bond yield spreads' — This is not what Fama-MacBeth is designed for. The method focuses on testing pricing models over time and across securities, not estimating bond-specific yield spreads. Option 2: 'Remove multicollinearity in regressions' — While multicollinearity is a concern in regression analysis, the Fama-MacBeth procedure is not a techn......Login to view full explanation

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