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Sectoral Allocation, Risk Efficiency and the Great Moderation

Language EnglishEnglish
Book Paperback
Book Sectoral Allocation, Risk Efficiency and the Great Moderation Federal Reserve Board
Libristo code: 17277605
Publishers Createspace Independent Publishing Platform, April 2014
The decline in U.S. real GDP growth volatility after the mid 1980s was an outcome of more risk effic... Full description
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The decline in U.S. real GDP growth volatility after the mid 1980s was an outcome of more risk efficient and more diversified sectoral allocations. Using a portfolio approach, I distinguish between the two determinants of GDP growth volatility: sectoral co

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About the book

Full name Sectoral Allocation, Risk Efficiency and the Great Moderation
Author Federal Reserve Board
Language English
Binding Book - Paperback
Date of issue 2014
Number of pages 40
EAN 9781499136708
ISBN 1499136706
Libristo code 17277605
Publishers Createspace Independent Publishing Platform
Weight 118
Dimensions 216 x 280 x 3

Categories

Economics, Finance, Business & Management > Economics
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