Brigden, Andrew (contributor); Clare, Andrew D. (contributor) - 2008
Pensions Institute
Cass Business School
City University
106 Bunhill Row London
EC1Y 8TZ
UNITED KINGDOM
http ….dhar@fathom-consulting.com), Fathom Financial Consulting, 48, Gresham Street, London.
EC2V 7AY; and Andrew Clare (a.clare@city.ac.uk), Cass Business … covariances. We chose this sample period since it embodied at least one business
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cycle and therefore will hopefully …