Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10014071457
Persistent link: https://www.econbiz.de/10001399307
We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the …
Persistent link: https://www.econbiz.de/10012763456
This paper uses aggregate Japanese data and sectoral U.S. data to explore the properties of the joint behavior of stock prices and total factor productivity (TFP) with the aim of highlighting data patterns that are useful for evaluating business cycle theories. The approach used follows that...
Persistent link: https://www.econbiz.de/10013225845
Persistent link: https://www.econbiz.de/10012122577