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Bhansali, Vineer; Davis, Joshua M.; Dorsten, Matt; … - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 82-90

Persistent link: https://www.econbiz.de/10011432285

The risk in risk parity : a factor-based analysis of asset-based risk parity

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Persistent link: https://www.econbiz.de/10009672546

Currency carry trade regimes : beyond the Fama regression

Clarida, Richard H.; Davis, Joshua M.; Pedersen, Niels - In: Journal of international money and finance 28 (2009) 8, pp. 1375-1389

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Two flaws in business cycle accounting

Christiano, Lawrence J. (contributor); … - 2006

"Using "business cycle accounting" (BCA), Chari, Kehoe and McGrattan (2006) (CKM) conclude that models of financial frictions which create a wedge in the intertemporal Euler equation are not promising avenues for modeling business cycle dynamics. There are two reasons that this conclusion is not...

Persistent link: https://www.econbiz.de/10003394237