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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/10005657399
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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
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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
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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
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Permanent and Transitory Nature of Recessions
Kim, Chang-Jin; Murray, Chris - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005775359
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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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Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations
Kim, Chang-Jin; Piger, Jeremy - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005618516
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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 - 1998
Persistent link: https://www.econbiz.de/10005618530
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The Adjustment of Prices and the Adjustment of the Exchange Rate
Engel, Charles; Morley, James - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005618489