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Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles
-
Department of Economics, University of Washington
-
1999
Persistent link: https://www.econbiz.de/10005198639
Saved in:
2
Is There a Structural Break in the Equity Premium?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles
-
Department of Economics, University of Washington
-
2000
Persistent link: https://www.econbiz.de/10005775313
Saved in:
3
Is There a Structural Break in the Equity Premium?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles
-
Department of Economics, University of Washington
-
2000
Persistent link: https://www.econbiz.de/10005685354
Saved in:
4
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles
-
Department of Economics, University of Washington
-
2000
Persistent link: https://www.econbiz.de/10005432346
Saved in:
5
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles
-
Department of Economics, University of Washington
-
1999
Persistent link: https://www.econbiz.de/10005657399
Saved in:
6
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles
-
Department of Economics, University of Washington
-
2000
Persistent link: https://www.econbiz.de/10005657411
Saved in:
7
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles
-
Department of Economics, University of Washington
-
2000
Persistent link: https://www.econbiz.de/10005657419
Saved in:
8
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?
Morley, James C.
;
Nelson, Charles
;
Zivot, Eric
-
Department of Economics, University of Washington
-
2000
Persistent link: https://www.econbiz.de/10005685372
Saved in:
9
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?
Morley, James C.
;
Nelson, Charles
;
Zivot, Eric
-
Department of Economics, University of Washington
-
2000
Persistent link: https://www.econbiz.de/10005657420
Saved in:
10
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin
;
Nelson, Charles
-
Department of Economics, University of Washington
-
1999
Persistent link: https://www.econbiz.de/10005618475
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