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~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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The great moderation flattens fat tails : disappearing leptokurtosis
Fang, Wen-shwo
;
Miller, Stephen M.
;
Lee, ChunShen
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2008
Persistent link: https://www.econbiz.de/10003866819
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Dynamic stock market interactions between the Canadian, Mexican, and the United States markets : the NAFTA experience
Canarella, Giorgio
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Miller, Stephen M.
;
Pollard, Stephen K.
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2008
Persistent link: https://www.econbiz.de/10003866823
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The great moderation and the relationship between output growth and its volatility
Fang, Wen-shwo
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contributor
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Miller, Stephen M.
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003474177
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Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo
(
contributor
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Miller, Stephen M.
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003474283
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Evolution of monetary policy in the US : the role of asset prices
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
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2013
Persistent link: https://www.econbiz.de/10010195622
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The time-series linkages between US fiscal policy and asset prices
El Montasser, Ghassen
;
Gupta, Rangan
;
Jooste, Charl
; …
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2016
Persistent link: https://www.econbiz.de/10011547643
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Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
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2014
Persistent link: https://www.econbiz.de/10010415510
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Time-barying effects of housing and stock prices on US consumption
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
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2013
Persistent link: https://www.econbiz.de/10009779965
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The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Pépin, Dominique
;
Miller, Stephen M.
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2020
Persistent link: https://www.econbiz.de/10012391037
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U.S. fiscal policy and asset prices : the role of partisan conflict
Gupta, Rangan
;
Lau, Chi Keung
;
Miller, Stephen M.
; …
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2017
Persistent link: https://www.econbiz.de/10011687770
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