Thomas, Charles P.; Warnock, Francis E.; Wongswan, Jon - Federal Reserve Board (Board of Governors of the … - 2004
subject to substantial revisions after a
new benchmark becomes available.
As shown in Figure 2, naive estimates understated U … equities. Journal of International Economics 62:313-336.
Ammer, J., S. Holland, D. Smith, and F. Warnock, 2004. Look at Me Now … of International Economics 51, 115-144.
Bange M., K. Khang, and T. Miller, 2003. The Performance of Global Portfolio …