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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin; Morley, James Christopher; Nelson, … - In: Journal of money, credit and banking : JMCB 36 (2004) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10006644868
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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin; Morley, James Christopher; Nelson, … - In: Journal of money, credit and banking : JMCB 36 (2004) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10006646623
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ARTICLES - Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 31 (1999) 3, pp. 317-334
Persistent link: https://www.econbiz.de/10006665812
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BOOK REVIEWS - State-Space Models with Regime Switching: Classical and Gibb-Sampling Approaches with Applications
Kim, Chang-Jin; Nelson, Charles R.; Balke, Nathan S. - In: Journal of economic literature 39 (2001) 1, pp. 127
Persistent link: https://www.econbiz.de/10006833628
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SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Has the US Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of Business Cycle
Kim, Chang-Jin; Nelson, Charles R. - In: The review of economics and statistics 81 (1999) 4, pp. 608-616
Persistent link: https://www.econbiz.de/10006387543
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REVIEWS - State Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Kim, Chang-Jin; Nelson, Charles R.; Forbes, Catherine S.; … - In: The economic record : er 76 (2000) 232, pp. 105
Persistent link: https://www.econbiz.de/10005895697
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A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1014
Persistent link: https://www.econbiz.de/10006037737
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The Structural Break in the Equity Premium
Kim, Chang-Jin; Morley, James C.; Nelson, Charles R. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 181-191
Persistent link: https://www.econbiz.de/10008214399
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The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations
Kim, Chang-Jin; Nelson, Charles R.; Piger, Jeremy - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10008214951
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Why are stock returns and volatility negatively correlated?
Bae, Jinho; Kim, Chang-Jin; Nelson, Charles R. - In: Journal of empirical finance 14 (2007) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10007598957