Describe grin blatt and moskowitz regression model

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Question: Describe how momentum can be refined by conditioning on the entire term structure of interest rates in the manner of the Grin blatt and Moskowitz regression model.

Reference no: EM131451022

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Describe grin blatt and moskowitz regression model : Describe how momentum can be refined by conditioning on the entire term structure of interest rates in the manner of the Grin blatt and Moskowitz regression.
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