Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode

William Easterly critiques several economic development policies and then indicates that bottom-up solutions often result in macro policy success in spite o

Bank of America Merrill Lynch's chief investment strategist Michael Hartnett points out that U.S. corporate debt (not household credit supply or bank ca

Berkeley professor and economist Barry Eichengreen reconciles the nominal and real interest rates to argue in favor of greater fiscal deficits. French econo

In recent times, the Trump administration sees the sweet state of U.S. economic expansion as of early-July 2018. The latest CNBC All-America Economic Survey

While the original five-factor asset pricing model arises from a quasi-lifetime of top empirical research by Nobel Laureate Eugene Fama and his long-time co