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Boom-bust cycles in middle income countries : facts and explanation

Tornell, Aaron; Westermann, Frank - 2002

Persistent link: https://www.econbiz.de/10001700606

Global monetary integration : a conference sponsored by the Federal Reserve Bank of Cleveland, June 1 - 3, 2000

Humpage, Owen F. (contributor) - 2001

Persistent link: https://www.econbiz.de/10001580595

Have financial markets become more informative?

Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2013

Persistent link: https://www.econbiz.de/10010229529

Testing CAPM with a large number of assets

Pesaran, M. Hashem; Yamagata, Takashi - 2012

This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...